-89.3%
ENPH vs RGEN
-35.5%
-53.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.9% |
| 7D | -8.4% | -3.3% | -5.1% | -7.3% |
| 30D | -11.2% | -5.8% | -5.3% | -9.6% |
| 3M | -36.1% | +0.2% | -36.3% | -36.9% |
| 6M | -37.9% | +56.8% | -94.7% | -49.2% |
| YTD | -18.7% | +2.4% | -21.1% | -22.3% |
| 1Y | -9.8% | +11.4% | -21.3% | -16.9% |
| 3Y | -66.8% | +15.2% | -82.0% | -72.0% |
| All | -89.3% | -35.5% | -53.9% | -89.7% |
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