+63.6%
DIA vs ENPH
-77.5%
+141.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.4% |
| 7D | -1.2% | +3.4% | -4.6% | -1.5% |
| 30D | -2.7% | -10.3% | +7.6% | -2.0% |
| 3M | +3.3% | -31.4% | +34.7% | +5.6% |
| 6M | +10.4% | -10.1% | +20.6% | +9.8% |
| YTD | +10.0% | +14.6% | -4.6% | +6.8% |
| 1Y | +16.2% | -3.2% | +19.4% | +13.8% |
| 3Y | +58.7% | -69.5% | +128.2% | +64.0% |
| 5Y | +63.6% | -77.2% | +140.8% | +68.8% |
| All | +63.6% | -77.5% | +141.1% | +68.8% |
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 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