+296.2%
ENPH vs RCAT
-99.9%
+396.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.4% | -9.2% | +2.0% |
| 7D | +4.1% | +1.1% | +3.0% | +4.1% |
| 30D | -11.4% | -22.0% | +10.6% | -11.1% |
| 3M | -30.5% | -51.1% | +20.6% | -29.9% |
| 6M | -20.2% | -56.6% | +36.4% | -19.4% |
| YTD | -9.3% | -43.3% | +34.0% | -8.9% |
| 1Y | -3.8% | -51.5% | +47.7% | -3.2% |
| 3Y | -61.5% | +411.4% | -472.9% | -62.9% |
| 5Y | -87.9% | +74.4% | -162.3% | -88.2% |
| 10Y | +2,519.8% | -99.6% | +2,619.4% | +2,115.4% |
| All | +296.2% | -99.9% | +396.1% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling