+22.3%
DIS vs ENPH
+1,928.7%
-1,906.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.4% |
| 7D | -3.5% | +3.4% | -6.9% | -3.8% |
| 30D | +1.0% | -10.3% | +11.2% | +1.7% |
| 3M | +5.7% | -31.4% | +37.1% | +8.4% |
| 6M | +3.3% | -10.1% | +13.4% | +2.4% |
| YTD | -7.7% | +14.6% | -22.3% | -11.0% |
| 1Y | -10.0% | -3.2% | -6.7% | -12.2% |
| 3Y | +31.7% | -69.5% | +101.2% | +36.1% |
| 5Y | -42.2% | -77.2% | +35.0% | -40.3% |
| 10Y | +22.3% | +1,940.0% | -1,917.7% | +2.7% |
| All | +22.3% | +1,928.7% | -1,906.4% | +2.7% |
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