+162.9%
RTX vs ENPH
-77.5%
+240.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.5% |
| 7D | -1.6% | +3.4% | -5.0% | -1.7% |
| 30D | -11.6% | -10.3% | -1.3% | -11.3% |
| 3M | +9.2% | -31.4% | +40.5% | +10.1% |
| 6M | -4.4% | -10.1% | +5.7% | -4.9% |
| YTD | +8.9% | +14.6% | -5.7% | +6.9% |
| 1Y | +32.1% | -3.2% | +35.3% | +30.4% |
| 3Y | +151.2% | -69.5% | +220.7% | +158.6% |
| 5Y | +162.9% | -77.2% | +240.1% | +177.3% |
| All | +162.9% | -77.5% | +240.4% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling