+134.8%
D vs ENPH
+384.9%
-250.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | -3.6% | -6.6% | +3.1% | -3.4% |
| 3M | -1.0% | -46.8% | +45.8% | +0.6% |
| 6M | +6.3% | -14.7% | +21.0% | +6.2% |
| YTD | +14.7% | +13.5% | +1.2% | +13.2% |
| 1Y | +16.9% | -0.4% | +17.3% | +15.7% |
| 3Y | +56.8% | -71.7% | +128.5% | +59.0% |
| 5Y | +5.2% | -79.1% | +84.3% | +6.7% |
| 10Y | +35.9% | +1,898.4% | -1,862.5% | +21.5% |
| All | +134.8% | +384.9% | -250.1% | +106.8% |
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