+435.8%
DIA vs ENPH
+277.3%
+158.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | -1.6% | -10.3% | +8.7% | -1.0% |
| 30D | +1.3% | -10.1% | +11.4% | +1.7% |
| 3M | -2.1% | -33.1% | +31.0% | +0.1% |
| 6M | +6.2% | -24.8% | +31.1% | +7.0% |
| YTD | +10.3% | -11.7% | +22.0% | +9.1% |
| 1Y | +11.0% | -8.2% | +19.2% | +9.5% |
| 3Y | +60.4% | -63.7% | +124.1% | +62.7% |
| 5Y | +59.1% | -88.7% | +147.8% | +69.5% |
| 10Y | +237.1% | +2,382.5% | -2,145.4% | +163.1% |
| All | +435.8% | +277.3% | +158.4% | +327.9% |
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 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