-77.3%
ENPH vs RSG
+89.9%
-167.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -10.8% | +4.0% | -14.8% | -11.7% |
| 3M | -33.8% | +7.4% | -41.2% | -35.4% |
| 6M | -16.1% | +0.1% | -16.2% | -16.5% |
| YTD | +13.4% | +6.0% | +7.4% | +10.0% |
| 1Y | -2.6% | -3.0% | +0.4% | -2.1% |
| 3Y | -70.3% | +56.5% | -126.7% | -78.1% |
| All | -77.3% | +89.9% | -167.2% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling