-76.7%
ENPH vs RNG
-70.1%
-6.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | +1.5% | -9.6% | +11.1% | +4.2% |
| 30D | -12.9% | +8.8% | -21.7% | -15.2% |
| 3M | -27.1% | +78.6% | -105.7% | -39.7% |
| 6M | -15.4% | +70.3% | -85.7% | -31.0% |
| YTD | +15.0% | +140.3% | -125.3% | -18.8% |
| 1Y | -0.7% | +126.6% | -127.3% | -28.6% |
| 3Y | -69.3% | +120.2% | -189.6% | -78.9% |
| 5Y | -76.7% | -68.3% | -8.4% | -71.1% |
| All | -76.7% | -70.1% | -6.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling