+255.2%
ENPH vs RGEN
+2,720.0%
-2,464.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 3M | -36.1% | +0.2% | -36.3% | -36.8% |
| 6M | -37.9% | +56.8% | -94.7% | -48.3% |
| YTD | -18.7% | +2.4% | -21.1% | -22.3% |
| 1Y | -9.8% | +11.4% | -21.3% | -16.5% |
| 3Y | -66.8% | +15.2% | -82.0% | -71.3% |
| 5Y | -89.6% | -35.1% | -54.5% | -89.6% |
| 10Y | +2,186.8% | +419.6% | +1,767.2% | +1,192.9% |
| All | +255.2% | +2,720.0% | -2,464.8% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling