-76.2%
ENPH vs ROIV
+316.9%
-393.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +18.8% | -12.0% | +3.5% |
| 7D | +9.3% | +20.2% | -10.9% | +5.7% |
| 30D | -7.3% | +14.1% | -21.4% | -9.5% |
| 3M | -31.7% | +45.6% | -77.3% | -36.0% |
| 6M | -3.5% | +44.1% | -47.6% | -9.4% |
| YTD | +21.2% | +91.2% | -70.0% | +8.4% |
| 1Y | +0.1% | +221.3% | -221.2% | -17.4% |
| 3Y | -67.7% | +229.2% | -296.9% | -73.9% |
| 5Y | -76.2% | +316.5% | -392.7% | -84.0% |
| All | -76.2% | +316.9% | -393.1% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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