+436.6%
RTX vs ENPH
+268.5%
+168.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.0% | +7.0% | +2.3% |
| 7D | -1.7% | -9.1% | +7.4% | -1.2% |
| 30D | +7.7% | -15.8% | +23.4% | +8.5% |
| 3M | -10.3% | -32.5% | +22.1% | -8.6% |
| 6M | +14.6% | -24.2% | +38.8% | +14.9% |
| YTD | +10.4% | -13.8% | +24.1% | +8.8% |
| 1Y | +13.5% | -15.8% | +29.4% | +12.0% |
| 3Y | +158.6% | -64.6% | +223.1% | +160.3% |
| 5Y | +147.3% | -88.1% | +235.3% | +162.9% |
| 10Y | +268.6% | +2,367.9% | -2,099.2% | +175.2% |
| All | +436.6% | +268.5% | +168.0% | +310.8% |
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