+1,919.4%
ENPH vs RNG
+222.9%
+1,696.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -6.1% | +6.0% | +2.0% |
| 30D | -10.8% | +9.6% | -20.4% | -14.0% |
| 3M | -33.8% | +83.3% | -117.2% | -48.1% |
| 6M | -16.1% | +77.9% | -94.1% | -35.8% |
| YTD | +13.4% | +139.9% | -126.5% | -25.2% |
| 1Y | -2.6% | +121.7% | -124.3% | -33.8% |
| 3Y | -70.3% | +121.9% | -192.1% | -81.1% |
| 5Y | -77.0% | -68.4% | -8.7% | -71.1% |
| All | +1,919.4% | +222.9% | +1,696.6% | +995.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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