+255.2%
ENPH vs RRC
-2.1%
+257.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -8.4% | +6.4% | -14.8% | -9.6% |
| 30D | -11.2% | +23.9% | -35.1% | -15.6% |
| 3M | -36.1% | +30.2% | -66.2% | -39.9% |
| 6M | -37.9% | +26.3% | -64.2% | -41.5% |
| YTD | -18.7% | +48.1% | -66.7% | -26.4% |
| 1Y | -9.8% | +37.7% | -47.5% | -17.3% |
| 3Y | -66.8% | +60.3% | -127.1% | -71.0% |
| 5Y | -89.6% | +135.3% | -224.9% | -92.0% |
| 10Y | +2,186.8% | +73.3% | +2,113.5% | +1,512.1% |
| All | +255.2% | -2.1% | +257.3% | +143.3% |
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