+28.4%
NOC vs ENPH
-69.9%
+98.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.8% | +1.5% | -3.3% | -1.7% |
| 30D | -9.4% | -12.9% | +3.4% | -9.6% |
| 3M | -3.8% | -27.1% | +23.3% | -4.2% |
| 6M | -28.8% | -15.4% | -13.3% | -28.8% |
| YTD | -7.9% | +15.0% | -22.9% | -7.7% |
| 1Y | -9.0% | -0.7% | -8.3% | -8.9% |
| All | +28.4% | -69.9% | +98.2% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling