+196.3%
NOK vs ENPH
+389.6%
-193.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.5% | +1.5% |
| 7D | +9.3% | +3.4% | +6.0% | +9.0% |
| 30D | +17.9% | -10.3% | +28.1% | +19.0% |
| 3M | -22.3% | -31.4% | +9.1% | -19.6% |
| 6M | +36.4% | -10.1% | +46.5% | +37.0% |
| YTD | +66.3% | +14.6% | +51.7% | +62.4% |
| 1Y | +134.4% | -3.2% | +137.6% | +131.5% |
| 3Y | +186.6% | -69.5% | +256.0% | +200.8% |
| 5Y | +102.7% | -77.2% | +179.9% | +112.4% |
| 10Y | +129.8% | +1,940.0% | -1,810.2% | +56.1% |
| All | +196.3% | +389.6% | -193.3% | +100.2% |
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