-76.7%
ENPH vs RPRX
+72.5%
-149.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +2.0% |
| 7D | +1.5% | -8.0% | +9.5% | +5.7% |
| 30D | -12.9% | +2.1% | -14.9% | -14.3% |
| 3M | -27.1% | +8.2% | -35.3% | -31.5% |
| 6M | -15.4% | +28.9% | -44.3% | -28.8% |
| YTD | +15.0% | +54.1% | -39.1% | -12.9% |
| 1Y | -0.7% | +65.5% | -66.2% | -28.2% |
| 3Y | -69.3% | +117.3% | -186.6% | -81.6% |
| 5Y | -76.7% | +71.6% | -148.3% | -82.4% |
| All | -76.7% | +72.5% | -149.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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