-87.5%
RIG vs ENPH
+417.7%
-505.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -2.6% |
| 7D | -2.7% | +9.3% | -12.0% | -4.1% |
| 30D | +9.5% | -7.3% | +16.8% | +10.6% |
| 3M | -6.6% | -31.7% | +25.1% | -1.8% |
| 6M | -2.9% | -3.5% | +0.6% | -6.0% |
| YTD | +39.5% | +21.2% | +18.3% | +28.3% |
| 1Y | +82.3% | +0.1% | +82.2% | +71.8% |
| 3Y | -29.6% | -67.7% | +38.1% | -24.5% |
| 5Y | +63.2% | -76.2% | +139.4% | +75.5% |
| 10Y | -45.0% | +2,057.2% | -2,102.2% | -70.9% |
| All | -87.5% | +417.7% | -505.3% | -93.1% |
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