-42.2%
RIG vs ENPH
+1,908.3%
-1,950.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -3.1% | -0.1% | -3.0% | -3.2% |
| 30D | -0.5% | -10.8% | +10.3% | +1.3% |
| 3M | -6.0% | -33.8% | +27.9% | +0.2% |
| 6M | -10.1% | -16.1% | +6.0% | -11.2% |
| YTD | +37.3% | +13.4% | +23.9% | +25.9% |
| 1Y | +73.9% | -2.6% | +76.5% | +62.7% |
| 3Y | -30.2% | -70.3% | +40.1% | -23.3% |
| 5Y | +62.5% | -77.0% | +139.5% | +77.2% |
| All | -42.2% | +1,908.3% | -1,950.5% | -67.3% |
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 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