-76.8%
ENPH vs RMBS
+267.8%
-344.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +3.4% | +3.5% | -0.1% | +2.1% |
| 30D | -10.3% | -8.6% | -1.7% | -7.5% |
| 3M | -31.4% | -40.3% | +8.9% | -17.4% |
| 6M | -10.1% | -1.0% | -9.1% | -10.1% |
| YTD | +14.6% | -4.6% | +19.2% | +14.1% |
| 1Y | -3.2% | +17.6% | -20.8% | -12.6% |
| 3Y | -69.5% | +58.6% | -128.1% | -78.4% |
| All | -76.8% | +267.8% | -344.6% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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