+389.0%
ENPH vs RNG
+309.1%
+80.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.4% | +11.1% | +8.3% |
| 7D | +9.3% | -0.8% | +10.1% | +9.3% |
| 30D | -7.3% | +11.4% | -18.7% | -11.2% |
| 3M | -31.7% | +72.1% | -103.8% | -45.7% |
| 6M | -3.5% | +67.9% | -71.4% | -25.3% |
| YTD | +21.2% | +144.3% | -123.2% | -21.6% |
| 1Y | +0.1% | +117.5% | -117.5% | -32.3% |
| 3Y | -67.7% | +123.9% | -191.6% | -79.9% |
| 5Y | -76.2% | -70.1% | -6.1% | -70.1% |
| 10Y | +2,057.2% | +215.9% | +1,841.3% | +835.5% |
| All | +389.0% | +309.1% | +80.0% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling