+1,919.4%
ENPH vs RIO
+608.6%
+1,310.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.1% | -3.2% | +3.2% | +1.8% |
| 30D | -10.8% | +0.9% | -11.8% | -11.5% |
| 3M | -33.8% | -1.4% | -32.4% | -33.5% |
| 6M | -16.1% | +10.9% | -27.1% | -21.0% |
| YTD | +13.4% | +31.2% | -17.8% | -3.2% |
| 1Y | -2.6% | +67.9% | -70.5% | -28.0% |
| 3Y | -70.3% | +88.8% | -159.0% | -79.2% |
| 5Y | -77.0% | +93.1% | -170.1% | -84.8% |
| All | +1,919.4% | +608.6% | +1,310.8% | +610.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling