+58.3%
DIA vs ENPH
-88.7%
+147.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | -1.6% | -10.3% | +8.7% | -0.9% |
| 30D | +1.3% | -10.1% | +11.4% | +1.8% |
| 3M | -2.1% | -33.1% | +31.0% | +0.5% |
| 6M | +6.2% | -24.8% | +31.1% | +7.0% |
| YTD | +10.3% | -11.7% | +22.0% | +8.7% |
| 1Y | +11.0% | -8.2% | +19.2% | +8.9% |
| 3Y | +60.4% | -63.7% | +124.1% | +61.8% |
| All | +58.3% | -88.7% | +147.0% | +72.4% |
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