+438.0%
ENPH vs REPL
-6.0%
+444.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | -6.6% | +27.1% | -33.8% | -8.8% |
| 3M | -46.8% | +52.4% | -99.2% | -50.8% |
| 6M | -14.7% | +107.4% | -122.2% | -30.5% |
| YTD | +13.5% | +54.7% | -41.3% | -5.0% |
| 1Y | -0.4% | +158.9% | -159.3% | -26.2% |
| 3Y | -71.7% | -23.7% | -48.0% | -81.2% |
| 5Y | -79.1% | -54.3% | -24.7% | -85.0% |
| All | +438.0% | -6.0% | +444.0% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling