+444.3%
DIA vs ENPH
+384.9%
+59.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -1.5% | -6.6% | +5.1% | -1.2% |
| 3M | +3.8% | -46.8% | +50.6% | +7.4% |
| 6M | +10.3% | -14.7% | +25.0% | +10.2% |
| YTD | +12.1% | +13.5% | -1.4% | +9.5% |
| 1Y | +18.6% | -0.4% | +19.1% | +16.4% |
| 3Y | +60.6% | -71.7% | +132.4% | +65.6% |
| 5Y | +64.4% | -79.1% | +143.5% | +69.0% |
| 10Y | +250.1% | +1,898.4% | -1,648.3% | +174.4% |
| All | +444.3% | +384.9% | +59.3% | +329.1% |
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