-78.9%
ENPH vs ROIV
+270.3%
-349.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.8% |
| 7D | +11.0% | +5.3% | +5.7% | +10.0% |
| 30D | -15.0% | +11.9% | -26.9% | -16.8% |
| 3M | -28.2% | +10.7% | -38.9% | -29.8% |
| 6M | -20.5% | +34.9% | -55.4% | -24.7% |
| YTD | -11.2% | +79.2% | -90.3% | -19.9% |
| 1Y | -8.7% | +89.0% | -97.7% | -18.4% |
| 3Y | -63.6% | +337.3% | -400.9% | -71.3% |
| 5Y | -88.0% | +402.3% | -490.4% | -91.9% |
| All | -78.9% | +270.3% | -349.2% | -83.0% |
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 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