-76.2%
ENPH vs RL
+241.4%
-317.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.3% |
| 7D | +9.3% | +1.9% | +7.4% | +8.3% |
| 30D | -7.3% | -12.2% | +5.0% | -1.8% |
| 3M | -31.7% | -6.6% | -25.1% | -29.9% |
| 6M | -3.5% | +3.2% | -6.6% | -5.6% |
| YTD | +21.2% | -1.3% | +22.4% | +20.5% |
| 1Y | +0.1% | +13.6% | -13.5% | -6.5% |
| 3Y | -67.7% | +210.9% | -278.6% | -82.0% |
| 5Y | -76.2% | +246.9% | -323.1% | -87.8% |
| All | -76.2% | +241.4% | -317.7% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling