+247.6%
DIA vs ENPH
+1,908.3%
-1,660.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.0% | -10.8% | +8.8% | -1.3% |
| 3M | +3.6% | -33.8% | +37.4% | +6.2% |
| 6M | +11.5% | -16.1% | +27.6% | +11.5% |
| YTD | +10.4% | +13.4% | -3.1% | +7.4% |
| 1Y | +15.6% | -2.6% | +18.2% | +13.3% |
| 3Y | +58.9% | -70.3% | +129.1% | +63.9% |
| 5Y | +65.3% | -77.0% | +142.4% | +69.4% |
| All | +247.6% | +1,908.3% | -1,660.7% | +192.6% |
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