-89.3%
ENPH vs RACE
+64.4%
-153.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.4% |
| 7D | -8.4% | -1.2% | -7.2% | -7.7% |
| 30D | -11.2% | +6.1% | -17.3% | -13.8% |
| 3M | -36.1% | -0.3% | -35.8% | -35.9% |
| 6M | -37.9% | +23.4% | -61.4% | -45.0% |
| YTD | -18.7% | +12.5% | -31.2% | -25.4% |
| 1Y | -9.8% | -0.5% | -9.4% | -10.9% |
| 3Y | -66.8% | +23.6% | -90.4% | -75.4% |
| All | -89.3% | +64.4% | -153.8% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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