-61.5%
ENPH vs RL
+254.6%
-316.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | -0.5% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -11.4% | +7.3% | -18.7% | -14.1% |
| 3M | -30.5% | +1.0% | -31.6% | -31.0% |
| 6M | -20.2% | +11.8% | -32.0% | -24.7% |
| YTD | -9.3% | +13.6% | -22.9% | -15.4% |
| 1Y | -3.8% | +24.0% | -27.8% | -13.6% |
| 3Y | -61.5% | +256.6% | -318.1% | -83.4% |
| All | -61.5% | +254.6% | -316.1% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling