+391.0%
DDOG vs ENPH
+12.0%
+379.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.9% |
| 7D | -2.3% | -10.3% | +8.0% | -0.1% |
| 30D | -35.8% | -10.1% | -25.7% | -35.0% |
| 3M | -25.3% | -33.1% | +7.8% | -19.9% |
| 6M | -8.9% | -24.8% | +16.0% | -7.8% |
| YTD | +35.6% | -11.7% | +47.3% | +27.2% |
| 1Y | -6.8% | -8.2% | +1.4% | -13.5% |
| 3Y | +77.9% | -63.7% | +141.6% | +80.6% |
| 5Y | -3.1% | -88.7% | +85.6% | +27.2% |
| All | +391.0% | +12.0% | +379.0% | +296.4% |
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 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