+95.0%
ROST vs ENPH
-66.2%
+161.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -2.2% |
| 7D | +0.3% | -8.4% | +8.7% | +0.7% |
| 30D | +0.5% | -11.2% | +11.7% | +0.9% |
| 3M | -5.2% | -36.1% | +30.8% | -3.5% |
| 6M | +9.8% | -37.9% | +47.8% | +11.5% |
| YTD | +29.4% | -18.7% | +48.0% | +28.2% |
| 1Y | +44.4% | -9.8% | +54.2% | +42.0% |
| 3Y | +95.0% | -66.8% | +161.8% | +96.2% |
| All | +95.0% | -66.2% | +161.2% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling