+1,919.4%
ENPH vs RSG
+428.9%
+1,490.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -10.8% | +4.0% | -14.8% | -12.6% |
| 3M | -33.8% | +7.4% | -41.2% | -36.9% |
| 6M | -16.1% | +0.1% | -16.2% | -17.7% |
| YTD | +13.4% | +6.0% | +7.4% | +7.3% |
| 1Y | -2.6% | -3.0% | +0.4% | -3.2% |
| 3Y | -70.3% | +56.5% | -126.7% | -79.2% |
| 5Y | -77.0% | +90.9% | -168.0% | -86.2% |
| All | +1,919.4% | +428.9% | +1,490.5% | +614.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling