+429.0%
ENPH vs RIO
+380.7%
+48.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.2% | +6.4% |
| 7D | +9.3% | +1.9% | +7.3% | +8.0% |
| 30D | -7.3% | +5.0% | -12.2% | -10.1% |
| 3M | -31.7% | +5.1% | -36.9% | -33.8% |
| 6M | -3.5% | +17.6% | -21.1% | -12.2% |
| YTD | +21.2% | +36.3% | -15.1% | +0.8% |
| 1Y | +0.1% | +71.2% | -71.1% | -27.4% |
| 3Y | -67.7% | +102.7% | -170.4% | -78.5% |
| 5Y | -76.2% | +99.6% | -175.8% | -84.9% |
| 10Y | +2,057.2% | +603.1% | +1,454.1% | +504.8% |
| All | +429.0% | +380.7% | +48.3% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling