-73.0%
ENPH vs ROIV
+232.7%
-305.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -6.6% | +1.0% | -7.6% | -6.8% |
| 3M | -46.8% | +18.3% | -65.1% | -48.2% |
| 6M | -14.7% | +18.3% | -33.1% | -17.2% |
| YTD | +13.5% | +61.0% | -47.5% | +4.6% |
| 1Y | -0.4% | +177.9% | -178.3% | -15.8% |
| 3Y | -71.7% | +199.1% | -270.8% | -76.7% |
| 5Y | -79.1% | +250.7% | -329.8% | -84.2% |
| All | -73.0% | +232.7% | -305.7% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling