+400.3%
ENPH vs RRX
+200.2%
+200.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.8% |
| 7D | +3.4% | -0.7% | +4.1% | +3.9% |
| 30D | -10.3% | -8.0% | -2.3% | -5.4% |
| 3M | -31.4% | -25.1% | -6.3% | -18.4% |
| 6M | -10.1% | -18.3% | +8.1% | +0.2% |
| YTD | +14.6% | +14.2% | +0.4% | +1.6% |
| 1Y | -3.2% | +13.0% | -16.3% | -14.9% |
| 3Y | -69.5% | +4.2% | -73.7% | -74.2% |
| 5Y | -77.2% | +17.9% | -95.1% | -83.3% |
| 10Y | +1,940.0% | +220.4% | +1,719.6% | +506.6% |
| All | +400.3% | +200.2% | +200.1% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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