-76.7%
ENPH vs RCAT
+177.7%
-254.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +1.5% | -5.4% | +6.9% | +2.1% |
| 30D | -12.9% | -24.2% | +11.3% | -10.7% |
| 3M | -27.1% | -25.8% | -1.3% | -25.4% |
| 6M | -15.4% | -44.9% | +29.5% | -12.4% |
| YTD | +15.0% | +1.9% | +13.1% | +12.8% |
| 1Y | -0.7% | -5.2% | +4.5% | -3.3% |
| 3Y | -69.3% | +759.6% | -828.9% | -76.1% |
| 5Y | -76.7% | +187.5% | -264.2% | -81.1% |
| All | -76.7% | +177.7% | -254.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling