+634.8%
OKTA vs ENPH
+2,620.0%
-1,985.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.1% |
| 7D | +5.9% | +3.4% | +2.5% | +5.1% |
| 30D | +14.6% | -10.3% | +24.8% | +16.9% |
| 3M | +44.0% | -31.4% | +75.4% | +53.6% |
| 6M | +116.7% | -10.1% | +126.8% | +113.5% |
| YTD | +99.8% | +14.6% | +85.2% | +83.4% |
| 1Y | +84.1% | -3.2% | +87.3% | +73.3% |
| 3Y | +97.7% | -69.5% | +167.1% | +117.4% |
| 5Y | -35.2% | -77.2% | +42.1% | -27.5% |
| All | +634.8% | +2,620.0% | -1,985.2% | +289.9% |
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