+395.5%
ENPH vs RY
+515.6%
-120.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.9% |
| 7D | -2.4% | +3.1% | -5.5% | -5.5% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | -46.8% | +8.7% | -55.5% | -51.4% |
| 6M | -14.7% | +28.5% | -43.3% | -34.1% |
| YTD | +13.5% | +25.1% | -11.6% | -9.6% |
| 1Y | -0.4% | +46.3% | -46.7% | -32.1% |
| 3Y | -71.7% | +154.9% | -226.7% | -89.1% |
| 5Y | -79.1% | +140.3% | -219.4% | -91.6% |
| 10Y | +1,898.4% | +377.0% | +1,521.3% | +269.9% |
| All | +395.5% | +515.6% | -120.1% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling