+429.0%
ENPH vs RMBS
+1,234.7%
-805.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | +9.3% | +3.0% | +6.3% | +7.9% |
| 30D | -7.3% | -14.4% | +7.2% | -0.9% |
| 3M | -31.7% | -42.8% | +11.1% | -12.8% |
| 6M | -3.5% | -1.4% | -2.1% | -5.5% |
| YTD | +21.2% | -5.4% | +26.6% | +17.9% |
| 1Y | +0.1% | +18.6% | -18.5% | -15.5% |
| 3Y | -67.7% | +57.3% | -125.0% | -79.8% |
| 5Y | -76.2% | +265.7% | -341.9% | -91.2% |
| 10Y | +2,057.2% | +546.0% | +1,511.2% | +491.1% |
| All | +429.0% | +1,234.7% | -805.7% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling