+990.1%
RCL vs ENPH
+384.9%
+605.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.1% | -2.4% | -2.7% | -4.8% |
| 30D | -19.0% | -6.6% | -12.4% | -18.3% |
| 3M | -9.6% | -46.8% | +37.2% | -1.8% |
| 6M | -6.7% | -14.7% | +8.1% | -6.5% |
| YTD | -3.9% | +13.5% | -17.4% | -9.0% |
| 1Y | -25.1% | -0.4% | -24.7% | -28.1% |
| 3Y | +179.1% | -71.7% | +250.9% | +201.8% |
| 5Y | +243.3% | -79.1% | +322.4% | +275.0% |
| 10Y | +325.8% | +1,898.4% | -1,572.6% | +175.0% |
| All | +990.1% | +384.9% | +605.2% | +615.6% |
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