+555.8%
ROKU vs ENPH
+2,442.1%
-1,886.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.6% | +1.5% | -4.2% | -3.1% |
| 30D | +2.1% | -12.9% | +15.0% | +5.6% |
| 3M | +31.8% | -27.1% | +58.9% | +41.1% |
| 6M | +53.3% | -15.4% | +68.7% | +51.9% |
| YTD | +42.1% | +15.0% | +27.1% | +24.1% |
| 1Y | +62.3% | -0.7% | +63.0% | +46.2% |
| 3Y | +84.6% | -69.3% | +154.0% | +107.8% |
| 5Y | -53.1% | -76.7% | +23.6% | -45.0% |
| All | +555.8% | +2,442.1% | -1,886.2% | +52.1% |
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