-66.8%
ENPH vs RY
+160.3%
-227.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | -8.4% | +0.6% | -9.0% | -9.0% |
| 30D | -11.2% | +5.0% | -16.2% | -16.2% |
| 3M | -36.1% | -5.3% | -30.8% | -31.8% |
| 6M | -37.9% | +13.8% | -51.8% | -47.1% |
| YTD | -18.7% | +21.0% | -39.6% | -35.4% |
| 1Y | -9.8% | +40.5% | -50.3% | -39.9% |
| 3Y | -66.8% | +159.7% | -226.5% | -92.0% |
| All | -66.8% | +160.3% | -227.1% | -92.0% |
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