+1,001.2%
NOC vs ENPH
+384.9%
+616.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -5.2% | -2.4% | -2.8% | -5.1% |
| 30D | -7.2% | -6.6% | -0.6% | -7.0% |
| 3M | -5.1% | -46.8% | +41.7% | -3.5% |
| 6M | -31.1% | -14.7% | -16.3% | -31.2% |
| YTD | -8.6% | +13.5% | -22.1% | -9.9% |
| 1Y | -9.7% | -0.4% | -9.3% | -10.8% |
| 3Y | +24.3% | -71.7% | +96.0% | +26.3% |
| 5Y | +52.6% | -79.1% | +131.7% | +55.0% |
| 10Y | +183.6% | +1,898.4% | -1,714.8% | +127.4% |
| All | +1,001.2% | +384.9% | +616.2% | +785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling