-89.3%
ENPH vs REPL
-35.0%
-54.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | -8.4% | +1.2% | -9.7% | -8.5% |
| 30D | -11.2% | +92.2% | -103.4% | -14.0% |
| 3M | -36.1% | +44.1% | -80.2% | -37.3% |
| 6M | -37.9% | +313.0% | -350.9% | -44.4% |
| YTD | -18.7% | +125.2% | -143.9% | -27.5% |
| 1Y | -9.8% | +143.8% | -153.6% | -20.1% |
| 3Y | -66.8% | +104.2% | -171.0% | -77.8% |
| All | -89.3% | -35.0% | -54.4% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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