-89.3%
ENPH vs RIO
+90.3%
-179.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -8.4% | -0.9% | -7.5% | -7.8% |
| 30D | -11.2% | -9.1% | -2.1% | -6.2% |
| 3M | -36.1% | -13.7% | -22.4% | -30.5% |
| 6M | -37.9% | -24.3% | -13.6% | -27.1% |
| YTD | -18.7% | +8.9% | -27.5% | -22.1% |
| 1Y | -9.8% | +22.7% | -32.5% | -19.3% |
| 3Y | -66.8% | +51.2% | -118.0% | -73.2% |
| All | -89.3% | +90.3% | -179.6% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling