-78.4%
ENPH vs ROIV
+287.3%
-365.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.3% |
| 7D | +4.1% | +13.3% | -9.2% | +1.9% |
| 30D | -11.4% | +14.8% | -26.1% | -13.6% |
| 3M | -30.5% | +11.9% | -42.5% | -32.2% |
| 6M | -20.2% | +42.4% | -62.6% | -25.1% |
| YTD | -9.3% | +87.4% | -96.7% | -18.8% |
| 1Y | -3.8% | +97.2% | -101.0% | -14.7% |
| 3Y | -61.5% | +375.7% | -437.2% | -70.0% |
| 5Y | -87.9% | +379.0% | -466.9% | -91.9% |
| All | -78.4% | +287.3% | -365.8% | -82.8% |
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