+615.3%
ENPH vs RACE
+658.9%
-43.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.8% |
| 7D | +11.0% | +5.1% | +5.9% | +8.0% |
| 30D | -15.0% | +7.7% | -22.7% | -18.5% |
| 3M | -28.2% | +2.2% | -30.4% | -29.0% |
| 6M | -20.5% | +23.8% | -44.2% | -30.5% |
| YTD | -11.2% | +13.9% | -25.1% | -19.9% |
| 1Y | -8.7% | +3.8% | -12.4% | -12.9% |
| 3Y | -63.6% | +28.0% | -91.6% | -72.1% |
| 5Y | -88.0% | +64.9% | -153.0% | -92.3% |
| 10Y | +2,333.3% | +780.4% | +1,553.0% | +522.0% |
| All | +615.3% | +658.9% | -43.6% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling