-24.1%
RKT vs ENPH
-64.4%
+40.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.4% | +0.3% | -4.1% |
| 7D | -7.5% | -7.6% | +0.1% | -6.1% |
| 30D | +26.6% | -16.4% | +43.0% | +30.4% |
| 3M | -2.4% | -34.3% | +31.9% | +4.8% |
| 6M | -7.4% | -28.5% | +21.2% | -3.7% |
| YTD | -29.2% | -16.4% | -12.7% | -30.3% |
| 1Y | -23.5% | -12.8% | -10.7% | -25.3% |
| 3Y | +73.9% | -65.7% | +139.6% | +90.8% |
| 5Y | -6.6% | -89.4% | +82.7% | +14.2% |
| All | -24.1% | -64.4% | +40.3% | -40.7% |
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