-58.0%
NCLH vs ENPH
+1,908.3%
-1,966.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -4.8% | -0.1% | -4.8% | -4.9% |
| 30D | -21.7% | -10.8% | -10.8% | -19.9% |
| 3M | -22.2% | -33.8% | +11.6% | -16.0% |
| 6M | -27.5% | -16.1% | -11.4% | -27.3% |
| YTD | -33.6% | +13.4% | -47.0% | -39.3% |
| 1Y | -45.0% | -2.6% | -42.4% | -48.5% |
| 3Y | -11.0% | -70.3% | +59.2% | -0.4% |
| 5Y | -39.7% | -77.0% | +37.3% | -31.7% |
| All | -58.0% | +1,908.3% | -1,966.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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