+53.4%
ROKU vs ENPH
+8.1%
+45.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.2% |
| 7D | +4.8% | +26.3% | -21.5% | +3.1% |
| 30D | +6.1% | -5.7% | +11.8% | +6.3% |
| 3M | +10.5% | -24.5% | +34.9% | +12.2% |
| 6M | +29.2% | -3.0% | +32.2% | +28.7% |
| YTD | +50.0% | -1.6% | +51.6% | +44.2% |
| 1Y | +53.4% | +8.8% | +44.7% | +42.7% |
| All | +53.4% | +8.1% | +45.3% | +42.7% |
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 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