+813.8%
ENPH vs RACE
+647.6%
+166.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.3% |
| 7D | -2.4% | -2.5% | +0.2% | -0.9% |
| 30D | -6.6% | +0.8% | -7.4% | -7.1% |
| 3M | -46.8% | +17.2% | -64.0% | -51.9% |
| 6M | -14.7% | +13.6% | -28.3% | -22.3% |
| YTD | +13.5% | +12.2% | +1.3% | +3.0% |
| 1Y | -0.4% | -16.3% | +15.8% | +6.9% |
| 3Y | -71.7% | +36.4% | -108.2% | -79.4% |
| 5Y | -79.1% | +95.0% | -174.1% | -88.0% |
| 10Y | +1,898.4% | +813.2% | +1,085.1% | +399.3% |
| All | +813.8% | +647.6% | +166.2% | +54.7% |
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