-2.6%
ENPH vs RJF
+5.1%
-7.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -0.1% | -2.7% | +2.7% | +1.1% |
| 30D | -10.8% | -4.3% | -6.6% | -9.3% |
| 3M | -33.8% | +15.7% | -49.6% | -39.2% |
| 6M | -16.1% | +17.8% | -33.9% | -24.7% |
| YTD | +13.4% | +9.2% | +4.2% | +9.0% |
| 1Y | -2.6% | +2.8% | -5.4% | -8.9% |
| All | -2.6% | +5.1% | -7.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling