+302.7%
ROST vs ENPH
+1,936.5%
-1,633.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.5% | +1.5% | -4.0% | -2.6% |
| 30D | -10.3% | -12.9% | +2.6% | -9.3% |
| 3M | -2.6% | -27.1% | +24.5% | -0.4% |
| 6M | +6.5% | -15.4% | +22.0% | +6.4% |
| YTD | +25.9% | +15.0% | +10.9% | +21.1% |
| 1Y | +52.3% | -0.7% | +53.0% | +47.9% |
| 3Y | +94.6% | -69.3% | +163.9% | +102.0% |
| 5Y | +111.1% | -76.7% | +187.8% | +117.8% |
| All | +302.7% | +1,936.5% | -1,633.8% | +203.4% |
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