+258.5%
OKE vs ENPH
+1,908.3%
-1,649.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +4.5% | -10.8% | +15.3% | +5.8% |
| 3M | +9.6% | -33.8% | +43.4% | +14.2% |
| 6M | +15.4% | -16.1% | +31.5% | +14.7% |
| YTD | +36.5% | +13.4% | +23.0% | +29.0% |
| 1Y | +39.0% | -2.6% | +41.6% | +33.1% |
| 3Y | +74.3% | -70.3% | +144.5% | +83.3% |
| 5Y | +141.2% | -77.0% | +218.2% | +148.8% |
| All | +258.5% | +1,908.3% | -1,649.8% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling