+204.9%
ROL vs ENPH
+1,928.7%
-1,723.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.3% | -0.9% |
| 7D | -3.3% | +3.4% | -6.7% | -3.5% |
| 30D | -7.2% | -10.3% | +3.0% | -6.8% |
| 3M | -27.0% | -31.4% | +4.4% | -25.8% |
| 6M | -39.5% | -10.1% | -29.4% | -39.9% |
| YTD | -41.8% | +14.6% | -56.4% | -43.2% |
| 1Y | -38.9% | -3.2% | -35.7% | -40.0% |
| 3Y | -0.4% | -69.5% | +69.1% | +1.8% |
| 5Y | -4.2% | -77.2% | +73.0% | -2.2% |
| All | +204.9% | +1,928.7% | -1,723.8% | +166.7% |
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 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