+65.8%
NOC vs ENPH
-89.7%
+155.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | +4.8% | -8.4% | +13.3% | +5.0% |
| 30D | +11.0% | -11.2% | +22.2% | +11.2% |
| 3M | -3.8% | -36.1% | +32.3% | -3.1% |
| 6M | +0.6% | -37.9% | +38.6% | +1.0% |
| YTD | -2.3% | -18.7% | +16.4% | -3.3% |
| 1Y | +0.3% | -9.8% | +10.1% | -1.1% |
| 3Y | +24.6% | -66.8% | +91.4% | +23.7% |
| All | +65.8% | -89.7% | +155.5% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling