+1,000.1%
DE vs ENPH
+417.7%
+582.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.4% |
| 7D | +0.7% | +9.3% | -8.6% | -0.1% |
| 30D | +9.6% | -7.3% | +16.9% | +10.2% |
| 3M | +19.0% | -31.7% | +50.7% | +22.1% |
| 6M | +16.1% | -3.5% | +19.5% | +14.6% |
| YTD | +47.0% | +21.2% | +25.9% | +41.4% |
| 1Y | +43.1% | +0.1% | +43.1% | +39.3% |
| 3Y | +77.5% | -67.7% | +145.2% | +83.2% |
| 5Y | +96.4% | -76.2% | +172.6% | +102.5% |
| 10Y | +852.9% | +2,057.2% | -1,204.3% | +609.8% |
| All | +1,000.1% | +417.7% | +582.3% | +733.8% |
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