-63.2%
ENPH vs FROG
+55.2%
-118.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.6% |
| 7D | -7.6% | +48.2% | -55.8% | -17.8% |
| 30D | -16.4% | +11.4% | -27.8% | -20.3% |
| 3M | -34.3% | +28.5% | -62.9% | -40.1% |
| 6M | -28.5% | +63.7% | -92.3% | -39.8% |
| YTD | -16.4% | +77.1% | -93.5% | -33.7% |
| 1Y | -12.8% | +79.3% | -92.1% | -31.2% |
| 3Y | -65.7% | +323.8% | -389.4% | -82.1% |
| 5Y | -89.4% | +198.9% | -288.3% | -94.3% |
| All | -63.2% | +55.2% | -118.4% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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