-100.0%
DFNS vs ENPH
-57.4%
-42.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.2% |
| 7D | -6.0% | -8.4% | +2.5% | -4.9% |
| 30D | -71.2% | -11.2% | -60.0% | -70.8% |
| 3M | -94.5% | -36.1% | -58.5% | -94.2% |
| 6M | -96.5% | -37.9% | -58.6% | -96.3% |
| YTD | -99.6% | -18.7% | -81.0% | -99.6% |
| 1Y | -99.7% | -9.8% | -89.9% | -99.7% |
| 3Y | -100.0% | -66.8% | -33.2% | -100.0% |
| 5Y | -100.0% | -89.6% | -10.3% | -100.0% |
| All | -100.0% | -57.4% | -42.6% | -100.0% |
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 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