+59.9%
DDOG vs ENPH
-77.5%
+137.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -5.4% | +12.6% | +8.2% |
| 7D | +7.7% | +3.4% | +4.3% | +6.8% |
| 30D | -13.6% | -10.3% | -3.4% | -12.0% |
| 3M | -0.9% | -31.4% | +30.5% | +5.3% |
| 6M | +75.2% | -10.1% | +85.4% | +71.1% |
| YTD | +65.7% | +14.6% | +51.1% | +48.9% |
| 1Y | +60.4% | -3.2% | +63.6% | +48.3% |
| 3Y | +130.7% | -69.5% | +200.1% | +155.1% |
| 5Y | +59.9% | -77.2% | +137.1% | +81.4% |
| All | +59.9% | -77.5% | +137.4% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling