-63.6%
ENPH vs RY
+155.6%
-219.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.2% |
| 7D | +11.0% | -0.9% | +11.9% | +12.5% |
| 30D | -15.0% | +5.9% | -20.9% | -20.6% |
| 3M | -28.2% | -4.3% | -24.0% | -24.7% |
| 6M | -20.5% | +12.1% | -32.6% | -31.2% |
| YTD | -11.2% | +20.3% | -31.4% | -29.0% |
| 1Y | -8.7% | +41.0% | -49.7% | -39.3% |
| 3Y | -63.6% | +157.5% | -221.1% | -91.0% |
| All | -63.6% | +155.6% | -219.2% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling