-76.7%
ENPH vs RGEN
-44.2%
-32.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.5% | -2.9% | +4.4% | +2.6% |
| 30D | -12.9% | -0.1% | -12.8% | -12.9% |
| 3M | -27.1% | +25.9% | -53.1% | -33.9% |
| 6M | -15.4% | +35.2% | -50.7% | -26.4% |
| YTD | +15.0% | +0.5% | +14.5% | +12.1% |
| 1Y | -0.7% | +37.0% | -37.7% | -15.4% |
| 3Y | -69.3% | +2.0% | -71.4% | -72.5% |
| 5Y | -76.7% | -44.2% | -32.5% | -76.4% |
| All | -76.7% | -44.2% | -32.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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