-37.9%
NCLH vs ENPH
+893.1%
-931.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -7.9% | -2.3% |
| 7D | -0.3% | +9.3% | -9.5% | -1.8% |
| 30D | -20.1% | -7.3% | -12.8% | -19.1% |
| 3M | -17.0% | -31.7% | +14.7% | -12.2% |
| 6M | -23.2% | -3.5% | -19.8% | -24.8% |
| YTD | -31.0% | +21.2% | -52.2% | -36.3% |
| 1Y | -37.3% | +0.1% | -37.3% | -40.5% |
| 3Y | -5.6% | -67.7% | +62.1% | +2.3% |
| 5Y | -37.0% | -76.2% | +39.3% | -30.2% |
| 10Y | -55.3% | +2,057.2% | -2,112.5% | -69.8% |
| All | -37.9% | +893.1% | -931.0% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling