+559.3%
ROKU vs ENPH
+2,406.9%
-1,847.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -0.4% | -0.1% | -0.4% | -0.5% |
| 30D | +2.1% | -10.8% | +12.9% | +4.9% |
| 3M | +29.5% | -33.8% | +63.3% | +42.4% |
| 6M | +53.8% | -16.1% | +69.9% | +52.7% |
| YTD | +42.8% | +13.4% | +29.4% | +25.3% |
| 1Y | +60.7% | -2.6% | +63.3% | +45.5% |
| 3Y | +83.9% | -70.3% | +154.1% | +108.8% |
| 5Y | -52.8% | -77.0% | +24.2% | -44.5% |
| All | +559.3% | +2,406.9% | -1,847.6% | +53.5% |
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 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