+287.9%
ENPH vs RY
+491.7%
-203.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.4% |
| 7D | +11.0% | -0.9% | +11.9% | +12.3% |
| 30D | -15.0% | +5.9% | -20.9% | -19.9% |
| 3M | -28.2% | -4.3% | -24.0% | -25.2% |
| 6M | -20.5% | +12.1% | -32.6% | -29.3% |
| YTD | -11.2% | +20.3% | -31.4% | -26.3% |
| 1Y | -8.7% | +41.0% | -49.7% | -35.5% |
| 3Y | -63.6% | +157.5% | -221.1% | -86.1% |
| 5Y | -88.0% | +123.2% | -211.2% | -94.8% |
| 10Y | +2,333.3% | +365.7% | +1,967.6% | +357.9% |
| All | +287.9% | +491.7% | -203.8% | -51.9% |
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