+318.6%
ENPH vs REPL
+36.1%
+282.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.8% | +2.9% |
| 7D | -10.3% | +5.3% | -15.6% | -10.7% |
| 30D | -10.1% | +66.6% | -76.8% | -14.4% |
| 3M | -33.1% | +59.6% | -92.7% | -36.2% |
| 6M | -24.8% | +482.4% | -507.2% | -41.0% |
| YTD | -11.7% | +124.1% | -135.8% | -28.8% |
| 1Y | -8.2% | +138.6% | -146.8% | -26.6% |
| 3Y | -63.7% | +96.0% | -159.7% | -79.8% |
| 5Y | -88.7% | -35.4% | -53.3% | -92.1% |
| All | +318.6% | +36.1% | +282.5% | +102.9% |
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