+395.5%
ENPH vs RRC
-20.9%
+416.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | -6.6% | +10.1% | -16.7% | -8.5% |
| 3M | -46.8% | +4.0% | -50.8% | -47.4% |
| 6M | -14.7% | +1.6% | -16.3% | -15.6% |
| YTD | +13.5% | +19.7% | -6.2% | +8.1% |
| 1Y | -0.4% | +21.4% | -21.8% | -5.7% |
| 3Y | -71.7% | +29.7% | -101.4% | -74.0% |
| 5Y | -79.1% | +153.9% | -233.0% | -84.4% |
| 10Y | +1,898.4% | +10.8% | +1,887.5% | +1,486.5% |
| All | +395.5% | -20.9% | +416.4% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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