+429.0%
ENPH vs RJF
+786.9%
-357.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.7% | +7.3% |
| 7D | +9.3% | +1.8% | +7.5% | +8.1% |
| 30D | -7.3% | 0.0% | -7.3% | -7.4% |
| 3M | -31.7% | +18.0% | -49.7% | -38.8% |
| 6M | -3.5% | +17.0% | -20.4% | -13.5% |
| YTD | +21.2% | +11.1% | +10.0% | +12.2% |
| 1Y | +0.1% | +8.0% | -7.9% | -5.9% |
| 3Y | -67.7% | +73.3% | -141.0% | -78.4% |
| 5Y | -76.2% | +107.4% | -183.7% | -86.1% |
| 10Y | +2,057.2% | +428.5% | +1,628.7% | +486.4% |
| All | +429.0% | +786.9% | -357.9% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling