+617.6%
ROK vs ENPH
+417.7%
+199.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -1.8% |
| 7D | +2.8% | +9.3% | -6.5% | +1.8% |
| 30D | -2.4% | -7.3% | +4.9% | -1.7% |
| 3M | -4.7% | -31.7% | +27.0% | -1.3% |
| 6M | +16.8% | -3.5% | +20.2% | +15.6% |
| YTD | +11.4% | +21.2% | -9.8% | +6.8% |
| 1Y | +26.2% | +0.1% | +26.1% | +22.8% |
| 3Y | +51.9% | -67.7% | +119.6% | +58.8% |
| 5Y | +46.4% | -76.2% | +122.6% | +53.3% |
| 10Y | +343.5% | +2,057.2% | -1,713.7% | +200.0% |
| All | +617.6% | +417.7% | +199.9% | +404.5% |
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