+2,249.1%
ENPH vs RY
+351.8%
+1,897.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -4.9% |
| 7D | -7.6% | -0.5% | -7.0% | -7.0% |
| 30D | -16.4% | +4.7% | -21.1% | -20.0% |
| 3M | -34.3% | -4.5% | -29.8% | -31.4% |
| 6M | -28.5% | +12.5% | -41.1% | -36.3% |
| YTD | -16.4% | +21.1% | -37.6% | -30.4% |
| 1Y | -12.8% | +38.6% | -51.4% | -36.2% |
| 3Y | -65.7% | +160.2% | -225.8% | -86.3% |
| 5Y | -89.4% | +124.7% | -214.1% | -95.2% |
| All | +2,249.1% | +351.8% | +1,897.3% | +454.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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