+2,382.5%
ENPH vs RL
+347.1%
+2,035.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | -10.3% | -4.4% | -5.9% | -8.7% |
| 30D | -10.1% | +5.6% | -15.7% | -12.0% |
| 3M | -33.1% | -0.6% | -32.5% | -33.0% |
| 6M | -24.8% | +15.5% | -40.3% | -29.1% |
| YTD | -11.7% | +12.3% | -24.0% | -16.3% |
| 1Y | -8.2% | +19.3% | -27.5% | -15.0% |
| 3Y | -63.7% | +255.5% | -319.2% | -78.5% |
| 5Y | -88.7% | +247.1% | -335.8% | -93.4% |
| 10Y | +2,382.5% | +346.0% | +2,036.4% | +1,046.1% |
| All | +2,382.5% | +347.1% | +2,035.3% | +1,046.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling