+851.5%
DE vs ENPH
+1,908.3%
-1,056.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +9.0% | -10.8% | +19.9% | +10.0% |
| 3M | +19.1% | -33.8% | +53.0% | +23.2% |
| 6M | +14.4% | -16.1% | +30.5% | +14.2% |
| YTD | +45.9% | +13.4% | +32.5% | +40.2% |
| 1Y | +43.6% | -2.6% | +46.2% | +39.3% |
| 3Y | +75.9% | -70.3% | +146.1% | +83.9% |
| 5Y | +98.8% | -77.0% | +175.8% | +106.8% |
| All | +851.5% | +1,908.3% | -1,056.8% | +651.6% |
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