+490.5%
DDOG vs ENPH
+45.9%
+444.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +3.2% | +1.5% | +1.7% | +2.7% |
| 30D | -10.2% | -12.9% | +2.7% | -7.8% |
| 3M | -2.6% | -27.1% | +24.5% | +2.7% |
| 6M | +80.1% | -15.4% | +95.6% | +78.5% |
| YTD | +63.0% | +15.0% | +48.0% | +46.4% |
| 1Y | +59.4% | -0.7% | +60.1% | +46.4% |
| 3Y | +127.0% | -69.3% | +196.4% | +147.4% |
| 5Y | +61.7% | -76.7% | +138.4% | +81.7% |
| All | +490.5% | +45.9% | +444.6% | +356.2% |
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 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