+395.5%
ENPH vs RGEN
+2,716.8%
-2,321.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.4% | -4.9% | +2.6% | -0.8% |
| 30D | -6.6% | +5.7% | -12.3% | -8.4% |
| 3M | -46.8% | +32.4% | -79.3% | -52.3% |
| 6M | -14.7% | +33.2% | -47.9% | -24.9% |
| YTD | +13.5% | +2.3% | +11.2% | +9.5% |
| 1Y | -0.4% | +39.0% | -39.4% | -14.4% |
| 3Y | -71.7% | -4.6% | -67.1% | -73.9% |
| 5Y | -79.1% | -42.7% | -36.4% | -78.1% |
| 10Y | +1,898.4% | +433.6% | +1,464.8% | +1,027.5% |
| All | +395.5% | +2,716.8% | -2,321.3% | +82.1% |
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