+220.7%
ROL vs ENPH
+2,128.2%
-1,907.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.2% | +2.7% |
| 7D | +3.0% | -8.4% | +11.4% | +3.4% |
| 30D | +19.8% | -11.2% | +30.9% | +20.4% |
| 3M | +7.9% | -36.1% | +44.0% | +10.2% |
| 6M | -25.6% | -37.9% | +12.3% | -24.6% |
| YTD | -34.1% | -18.7% | -15.5% | -34.8% |
| 1Y | -31.4% | -9.8% | -21.6% | -32.5% |
| 3Y | +4.7% | -66.8% | +71.5% | +6.0% |
| 5Y | +15.6% | -89.6% | +105.2% | +23.2% |
| All | +220.7% | +2,128.2% | -1,907.5% | +179.5% |
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