-70.3%
ENPH vs RJF
+69.0%
-139.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -0.1% | -2.7% | +2.7% | +1.0% |
| 30D | -10.8% | -4.3% | -6.6% | -9.4% |
| 3M | -33.8% | +15.7% | -49.6% | -38.0% |
| 6M | -16.1% | +17.8% | -33.9% | -22.3% |
| YTD | +13.4% | +9.2% | +4.2% | +9.1% |
| 1Y | -2.6% | +2.8% | -5.4% | -4.5% |
| 3Y | -70.3% | +69.5% | -139.7% | -80.8% |
| All | -70.3% | +69.0% | -139.3% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling