+1,940.0%
ENPH vs RL
+297.6%
+1,642.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.2% |
| 7D | +3.4% | -0.3% | +3.6% | +3.5% |
| 30D | -10.3% | -17.5% | +7.3% | -3.5% |
| 3M | -31.4% | -14.0% | -17.4% | -27.4% |
| 6M | -10.1% | -2.0% | -8.2% | -9.9% |
| YTD | +14.6% | -4.6% | +19.2% | +15.9% |
| 1Y | -3.2% | +9.5% | -12.7% | -7.0% |
| 3Y | -69.5% | +200.5% | -269.9% | -80.4% |
| 5Y | -77.2% | +226.3% | -303.5% | -86.2% |
| 10Y | +1,940.0% | +304.8% | +1,635.2% | +927.7% |
| All | +1,940.0% | +297.6% | +1,642.4% | +927.7% |
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