-70.3%
ENPH vs RNG
+119.8%
-190.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -6.1% | +6.0% | +1.2% |
| 30D | -10.8% | +9.6% | -20.4% | -12.8% |
| 3M | -33.8% | +83.3% | -117.2% | -43.3% |
| 6M | -16.1% | +77.9% | -94.1% | -29.7% |
| YTD | +13.4% | +139.9% | -126.5% | -17.5% |
| 1Y | -2.6% | +121.7% | -124.3% | -27.2% |
| 3Y | -70.3% | +121.9% | -192.1% | -79.5% |
| All | -70.3% | +119.8% | -190.0% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling