+608.2%
OKTA vs ENPH
+2,592.6%
-1,984.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | +13.0% | -10.8% | +23.9% | +15.5% |
| 3M | +41.7% | -33.8% | +75.5% | +52.2% |
| 6M | +105.9% | -16.1% | +122.1% | +105.7% |
| YTD | +92.6% | +13.4% | +79.1% | +77.1% |
| 1Y | +81.1% | -2.6% | +83.7% | +70.3% |
| 3Y | +84.8% | -70.3% | +155.1% | +104.3% |
| 5Y | -34.4% | -77.0% | +42.6% | -26.7% |
| All | +608.2% | +2,592.6% | -1,984.4% | +276.6% |
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 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