+402.2%
ENPH vs RSG
+867.5%
-465.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +1.5% | -1.8% | +3.3% | +2.5% |
| 30D | -12.9% | +2.8% | -15.7% | -14.3% |
| 3M | -27.1% | +4.3% | -31.4% | -29.7% |
| 6M | -15.4% | -0.5% | -14.9% | -17.1% |
| YTD | +15.0% | +5.2% | +9.8% | +8.6% |
| 1Y | -0.7% | -2.1% | +1.4% | -2.3% |
| 3Y | -69.3% | +56.5% | -125.8% | -78.9% |
| 5Y | -76.7% | +89.5% | -166.2% | -86.1% |
| 10Y | +1,947.8% | +424.8% | +1,523.0% | +478.6% |
| All | +402.2% | +867.5% | -465.3% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling