-99.9%
DFNS vs ENPH
-77.4%
-22.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | -3.3% | +1.5% | -4.9% | -3.6% |
| 30D | -73.1% | -12.9% | -60.2% | -72.4% |
| 3M | -71.4% | -27.1% | -44.3% | -70.2% |
| 6M | -93.8% | -15.4% | -78.4% | -93.7% |
| YTD | -98.0% | +15.0% | -113.1% | -98.1% |
| 1Y | -98.2% | -0.7% | -97.5% | -98.2% |
| 3Y | -99.9% | -69.3% | -30.5% | -99.9% |
| 5Y | -99.9% | -76.7% | -23.2% | -99.9% |
| All | -99.9% | -77.4% | -22.5% | -99.9% |
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