-88.1%
ENPH vs RCAT
+63.2%
-151.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.5% | -4.3% |
| 7D | -9.1% | -5.6% | -3.5% | -8.9% |
| 30D | -15.8% | -27.0% | +11.3% | -13.5% |
| 3M | -32.5% | -57.9% | +25.4% | -27.0% |
| 6M | -24.2% | -59.4% | +35.2% | -18.3% |
| YTD | -13.8% | -46.9% | +33.2% | -10.5% |
| 1Y | -15.8% | -54.0% | +38.2% | -12.1% |
| 3Y | -64.6% | +378.4% | -443.0% | -71.5% |
| 5Y | -88.1% | +61.9% | -150.0% | -89.0% |
| All | -88.1% | +63.2% | -151.2% | -89.0% |
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