+36.3%
DIS vs ENPH
+2,435.8%
-2,399.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.0% | +0.5% |
| 7D | +4.4% | -9.1% | +13.5% | +5.2% |
| 30D | +10.3% | -15.8% | +26.1% | +11.6% |
| 3M | +15.5% | -32.5% | +48.0% | +18.8% |
| 6M | +11.2% | -24.2% | +35.4% | +11.7% |
| YTD | +5.6% | -13.8% | +19.3% | +3.8% |
| 1Y | +7.7% | -15.8% | +23.6% | +6.1% |
| 3Y | +39.3% | -64.6% | +103.8% | +41.9% |
| 5Y | -29.5% | -88.1% | +58.5% | -23.4% |
| 10Y | +36.3% | +2,367.9% | -2,331.6% | +14.5% |
| All | +36.3% | +2,435.8% | -2,399.5% | +14.5% |
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