+427.3%
ROP vs ENPH
+257.1%
+170.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.4% |
| 7D | -2.7% | -7.6% | +4.9% | -2.2% |
| 30D | +29.7% | -16.4% | +46.1% | +30.8% |
| 3M | +21.2% | -34.3% | +55.5% | +23.9% |
| 6M | +48.3% | -28.5% | +76.8% | +49.0% |
| YTD | +8.4% | -16.4% | +24.8% | +6.9% |
| 1Y | +6.0% | -12.8% | +18.8% | +4.2% |
| 3Y | -5.6% | -65.7% | +60.1% | -4.5% |
| 5Y | +1.3% | -89.4% | +90.6% | +8.1% |
| 10Y | +184.1% | +2,249.1% | -2,065.0% | +108.3% |
| All | +427.3% | +257.1% | +170.3% | +299.7% |
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 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