+121.1%
DDOG vs ENPH
-70.0%
+191.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -5.4% | +12.6% | +7.5% |
| 7D | +7.7% | +3.4% | +4.3% | +7.3% |
| 30D | -13.6% | -10.3% | -3.4% | -13.0% |
| 3M | -0.9% | -31.4% | +30.5% | +1.4% |
| 6M | +75.2% | -10.1% | +85.4% | +73.8% |
| YTD | +65.7% | +14.6% | +51.1% | +59.3% |
| 1Y | +60.4% | -3.2% | +63.6% | +56.1% |
| All | +121.1% | -70.0% | +191.1% | +126.0% |
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