Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RSP vs ENPH✓SelectedUSD · ENPHRSP vs ENPH performance historyLatest closeAs of-0.48%09/04
Stock and ETF performance explorer

RSP vs ENPH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+435.3%
ENPH return
+384.9%
Excess return
+50.3%
Maximum drawdown
-39.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioENPHExcessAlpha
1D-0.5%+0.2%-0.6%-0.5%
7D-0.8%-2.4%+1.6%-0.6%
30D-0.3%-6.6%+6.3%+0.1%
3M+4.3%-46.8%+51.1%+8.7%
6M+8.8%-14.7%+23.6%+8.7%
YTD+15.3%+13.5%+1.8%+11.9%
1Y+18.3%-0.4%+18.7%+15.5%
3Y+52.8%-71.7%+124.6%+58.7%
5Y+51.7%-79.1%+130.8%+57.3%
10Y+208.5%+1,898.4%-1,689.9%+130.9%
All+435.3%+384.9%+50.3%+304.2%

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