+177.1%
DIS vs ENPH
+384.9%
-207.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | +3.5% | -6.6% | +10.1% | +3.9% |
| 3M | +6.8% | -46.8% | +53.6% | +10.9% |
| 6M | +3.0% | -14.7% | +17.7% | +2.7% |
| YTD | -6.7% | +13.5% | -20.2% | -9.3% |
| 1Y | -10.1% | -0.4% | -9.7% | -12.1% |
| 3Y | +33.0% | -71.7% | +104.8% | +37.5% |
| 5Y | -40.0% | -79.1% | +39.1% | -38.0% |
| 10Y | +21.1% | +1,898.4% | -1,877.3% | -3.7% |
| All | +177.1% | +384.9% | -207.8% | +126.3% |
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