+50.6%
ROK vs ENPH
-69.9%
+120.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -5.4% | -12.9% | +7.4% | -4.0% |
| 3M | -4.0% | -27.1% | +23.2% | -0.7% |
| 6M | +13.3% | -15.4% | +28.8% | +13.7% |
| YTD | +9.3% | +15.0% | -5.7% | +5.3% |
| 1Y | +25.8% | -0.7% | +26.5% | +22.4% |
| All | +50.6% | -69.9% | +120.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling