+348.3%
ROP vs ENPH
+384.9%
-36.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | -4.4% | -2.4% | -2.1% | -4.3% |
| 30D | +3.2% | -6.6% | +9.9% | +3.6% |
| 3M | +23.1% | -46.8% | +69.9% | +27.2% |
| 6M | +13.3% | -14.7% | +28.1% | +12.8% |
| YTD | -7.9% | +13.5% | -21.3% | -10.5% |
| 1Y | -22.1% | -0.4% | -21.6% | -23.9% |
| 3Y | -16.8% | -71.7% | +54.9% | -14.5% |
| 5Y | -13.5% | -79.1% | +65.6% | -11.4% |
| 10Y | +137.7% | +1,898.4% | -1,760.7% | +75.4% |
| All | +348.3% | +384.9% | -36.6% | +234.7% |
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