-0.4%
ENPH vs RCAT
-2.3%
+1.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -2.4% | -1.4% | -0.9% | -2.2% |
| 30D | -6.6% | -3.3% | -3.3% | -6.2% |
| 3M | -46.8% | -43.2% | -3.6% | -43.3% |
| 6M | -14.7% | -43.2% | +28.4% | -10.6% |
| YTD | +13.5% | +5.5% | +7.9% | +9.1% |
| 1Y | -0.4% | -1.6% | +1.2% | -2.7% |
| All | -0.4% | -2.3% | +1.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling