+25.0%
ROK vs ENPH
+8.1%
+16.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.0% |
| 7D | 0.0% | +26.3% | -26.2% | -3.0% |
| 30D | -2.5% | -5.7% | +3.2% | -2.1% |
| 3M | 0.0% | -24.5% | +24.5% | +3.2% |
| 6M | +11.6% | -3.0% | +14.6% | +10.2% |
| YTD | +15.2% | -1.6% | +16.8% | +11.4% |
| 1Y | +25.0% | +8.8% | +16.2% | +17.8% |
| All | +25.0% | +8.1% | +16.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling