+390.4%
DDOG vs ENPH
+3.2%
+387.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | +2.9% | -8.4% | +11.3% | +4.6% |
| 30D | -31.6% | -11.2% | -20.4% | -30.6% |
| 3M | -27.0% | -36.1% | +9.1% | -21.0% |
| 6M | -10.3% | -37.9% | +27.6% | -5.5% |
| YTD | +35.4% | -18.7% | +54.1% | +29.1% |
| 1Y | -1.0% | -9.8% | +8.9% | -8.0% |
| 3Y | +76.7% | -66.8% | +143.5% | +82.6% |
| 5Y | -4.6% | -89.6% | +85.0% | +27.4% |
| All | +390.4% | +3.2% | +387.3% | +302.3% |
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