-74.7%
GRAB vs ENPH
-73.4%
-1.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -12.0% | +1.5% | -13.5% | -12.3% |
| 30D | -19.5% | -12.9% | -6.7% | -17.6% |
| 3M | -8.0% | -27.1% | +19.2% | -3.4% |
| 6M | -22.2% | -15.4% | -6.8% | -22.5% |
| YTD | -39.7% | +15.0% | -54.7% | -44.9% |
| 1Y | -43.2% | -0.7% | -42.5% | -47.0% |
| 3Y | -19.1% | -69.3% | +50.3% | -11.5% |
| 5Y | -72.0% | -76.7% | +4.7% | -69.6% |
| All | -74.7% | -73.4% | -1.3% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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