+2,057.2%
ENPH vs RY
+371.6%
+1,685.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.5% | +7.5% |
| 7D | +9.3% | +2.7% | +6.5% | +6.3% |
| 30D | -7.3% | -1.0% | -6.3% | -6.7% |
| 3M | -31.7% | +7.6% | -39.4% | -36.8% |
| 6M | -3.5% | +29.5% | -32.9% | -25.1% |
| YTD | +21.2% | +24.2% | -3.0% | -1.8% |
| 1Y | +0.1% | +46.4% | -46.3% | -30.6% |
| 3Y | -67.7% | +159.4% | -227.1% | -87.1% |
| 5Y | -76.2% | +141.8% | -218.1% | -90.1% |
| 10Y | +2,057.2% | +373.9% | +1,683.3% | +287.5% |
| All | +2,057.2% | +371.6% | +1,685.6% | +287.5% |
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