-52.0%
ROKU vs ENPH
-77.1%
+25.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +29.5% | -33.8% | +63.3% | +41.8% |
| 6M | +53.8% | -16.1% | +69.9% | +52.5% |
| YTD | +42.8% | +13.4% | +29.4% | +24.6% |
| 1Y | +60.7% | -2.6% | +63.3% | +45.0% |
| 3Y | +83.9% | -70.3% | +154.1% | +114.6% |
| All | -52.0% | -77.1% | +25.1% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling