+499.3%
OKE vs ENPH
+391.5%
+107.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | +4.6% | -12.9% | +17.4% | +6.1% |
| 3M | +6.9% | -27.1% | +34.1% | +10.0% |
| 6M | +15.8% | -15.4% | +31.2% | +15.1% |
| YTD | +35.2% | +15.0% | +20.2% | +28.0% |
| 1Y | +37.6% | -0.7% | +38.3% | +31.8% |
| 3Y | +72.0% | -69.3% | +141.4% | +79.7% |
| 5Y | +139.0% | -76.7% | +215.7% | +146.2% |
| 10Y | +258.7% | +1,947.8% | -1,689.1% | +107.7% |
| All | +499.3% | +391.5% | +107.8% | +264.8% |
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 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