+348.5%
ROK vs ENPH
+1,908.3%
-1,559.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.8% |
| 7D | -1.2% | -0.1% | -1.2% | -1.3% |
| 30D | -4.8% | -10.8% | +6.0% | -3.7% |
| 3M | -6.1% | -33.8% | +27.7% | -2.1% |
| 6M | +15.5% | -16.1% | +31.6% | +16.0% |
| YTD | +11.2% | +13.4% | -2.2% | +7.0% |
| 1Y | +23.8% | -2.6% | +26.4% | +20.6% |
| 3Y | +53.1% | -70.3% | +123.4% | +62.3% |
| 5Y | +48.3% | -77.0% | +125.3% | +56.9% |
| All | +348.5% | +1,908.3% | -1,559.8% | +265.0% |
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