-67.7%
ENPH vs RCAT
+796.4%
-864.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.9% | +2.9% | +6.4% |
| 7D | +9.3% | +5.4% | +3.9% | +8.7% |
| 30D | -7.3% | -5.6% | -1.7% | -6.8% |
| 3M | -31.7% | -30.2% | -1.5% | -29.8% |
| 6M | -3.5% | -43.4% | +39.9% | -0.2% |
| YTD | +21.2% | +9.6% | +11.5% | +17.8% |
| 1Y | +0.1% | -2.0% | +2.0% | -3.1% |
| 3Y | -67.7% | +825.0% | -892.7% | -74.8% |
| All | -67.7% | +796.4% | -864.1% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling