+61.0%
ROK vs ENPH
-66.2%
+127.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.1% |
| 7D | +7.1% | -8.4% | +15.5% | +8.2% |
| 30D | -5.0% | -11.2% | +6.2% | -3.8% |
| 3M | -9.4% | -36.1% | +26.7% | -4.8% |
| 6M | -11.0% | -37.9% | +26.9% | -7.1% |
| YTD | +4.4% | -18.7% | +23.1% | +4.5% |
| 1Y | +7.4% | -9.8% | +17.2% | +6.2% |
| 3Y | +61.0% | -66.8% | +127.8% | +72.7% |
| All | +61.0% | -66.2% | +127.2% | +72.7% |
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 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