+429.7%
ROP vs ENPH
+247.6%
+182.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +0.7% | -8.4% | +9.1% | +1.2% |
| 30D | +28.8% | -11.2% | +40.0% | +29.4% |
| 3M | +21.1% | -36.1% | +57.1% | +23.9% |
| 6M | +52.5% | -37.9% | +90.5% | +54.8% |
| YTD | +8.9% | -18.7% | +27.5% | +7.6% |
| 1Y | +8.2% | -9.8% | +18.1% | +6.2% |
| 3Y | -5.2% | -66.8% | +61.6% | -3.9% |
| 5Y | +1.7% | -89.6% | +91.4% | +8.8% |
| 10Y | +185.4% | +2,186.8% | -2,001.5% | +109.5% |
| All | +429.7% | +247.6% | +182.1% | +302.1% |
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