+1,286.0%
RCL vs ENPH
+277.3%
+1,008.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | +0.6% | -10.3% | +10.9% | +2.1% |
| 30D | +19.4% | -10.1% | +29.6% | +20.7% |
| 3M | +9.8% | -33.1% | +42.9% | +15.6% |
| 6M | +28.6% | -24.8% | +53.5% | +31.1% |
| YTD | +22.2% | -11.7% | +33.9% | +19.4% |
| 1Y | +29.7% | -8.2% | +38.0% | +25.9% |
| 3Y | +265.3% | -63.7% | +329.0% | +279.1% |
| 5Y | +301.8% | -88.7% | +390.5% | +379.0% |
| 10Y | +360.5% | +2,382.5% | -2,022.0% | +197.2% |
| All | +1,286.0% | +277.3% | +1,008.6% | +838.3% |
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