-15.3%
ROP vs ENPH
-77.3%
+62.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.8% | -9.6% | -3.2% |
| 7D | -5.4% | +9.3% | -14.7% | -5.8% |
| 30D | -1.6% | -7.3% | +5.6% | -1.4% |
| 3M | +18.8% | -31.7% | +50.6% | +20.8% |
| 6M | +8.2% | -3.5% | +11.7% | +6.7% |
| YTD | -10.5% | +21.2% | -31.6% | -13.5% |
| 1Y | -23.7% | +0.1% | -23.8% | -25.6% |
| 3Y | -17.9% | -67.7% | +49.8% | -16.2% |
| 5Y | -15.3% | -76.2% | +60.9% | -11.7% |
| All | -15.3% | -77.3% | +62.0% | -11.7% |
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 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