-31.1%
ENPH vs RPRX
+66.6%
-97.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | +5.1% | -7.5% | -4.4% |
| 30D | -6.6% | +11.2% | -17.8% | -10.7% |
| 3M | -46.8% | +16.7% | -63.5% | -50.7% |
| 6M | -14.7% | +36.0% | -50.7% | -26.3% |
| YTD | +13.5% | +67.8% | -54.3% | -10.5% |
| 1Y | -0.4% | +76.7% | -77.1% | -23.5% |
| 3Y | -71.7% | +128.1% | -199.9% | -80.7% |
| 5Y | -79.1% | +82.9% | -162.0% | -84.1% |
| All | -31.1% | +66.6% | -97.7% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling