+135.7%
ROP vs ENPH
+1,928.7%
-1,793.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.0% |
| 7D | -6.1% | +3.4% | -9.5% | -6.3% |
| 30D | -3.4% | -10.3% | +6.9% | -2.8% |
| 3M | +16.7% | -31.4% | +48.1% | +18.9% |
| 6M | +8.1% | -10.1% | +18.2% | +7.1% |
| YTD | -11.7% | +14.6% | -26.3% | -14.4% |
| 1Y | -24.2% | -3.2% | -21.0% | -26.0% |
| 3Y | -19.0% | -69.5% | +50.5% | -17.0% |
| 5Y | -15.9% | -77.2% | +61.4% | -14.2% |
| 10Y | +135.7% | +1,940.0% | -1,804.3% | +93.7% |
| All | +135.7% | +1,928.7% | -1,793.0% | +93.7% |
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