+808.4%
DHR vs ENPH
+417.7%
+390.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -7.9% | -1.6% |
| 7D | -0.8% | +9.3% | -10.1% | -1.4% |
| 30D | +0.2% | -7.3% | +7.5% | +0.7% |
| 3M | +12.1% | -31.7% | +43.8% | +14.4% |
| 6M | +5.4% | -3.5% | +8.9% | +4.3% |
| YTD | -10.0% | +21.2% | -31.1% | -12.9% |
| 1Y | +4.1% | +0.1% | +4.0% | +1.7% |
| 3Y | -5.2% | -67.7% | +62.5% | -2.8% |
| 5Y | -28.2% | -76.2% | +48.0% | -26.3% |
| 10Y | +208.4% | +2,057.2% | -1,848.8% | +148.2% |
| All | +808.4% | +417.7% | +390.6% | +645.8% |
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