+395.5%
ENPH vs RL
+158.4%
+237.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -6.6% | -7.8% | +1.1% | -3.6% |
| 3M | -46.8% | -4.0% | -42.8% | -46.1% |
| 6M | -14.7% | -1.9% | -12.9% | -14.6% |
| YTD | +13.5% | -0.2% | +13.6% | +12.7% |
| 1Y | -0.4% | +10.7% | -11.1% | -5.2% |
| 3Y | -71.7% | +210.8% | -282.5% | -82.8% |
| 5Y | -79.1% | +238.2% | -317.3% | -88.1% |
| 10Y | +1,898.4% | +313.4% | +1,585.0% | +819.3% |
| All | +395.5% | +158.4% | +237.1% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling