+213.4%
DIS vs ENPH
+287.7%
-74.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.9% |
| 7D | +5.3% | +4.1% | +1.2% | +5.0% |
| 30D | +10.2% | -11.4% | +21.6% | +10.9% |
| 3M | +13.5% | -30.5% | +44.1% | +16.0% |
| 6M | +11.1% | -20.2% | +31.3% | +11.3% |
| YTD | +5.5% | -9.3% | +14.8% | +3.8% |
| 1Y | +9.1% | -3.8% | +12.9% | +6.9% |
| 3Y | +36.0% | -61.5% | +97.5% | +37.5% |
| 5Y | -29.8% | -87.9% | +58.0% | -25.0% |
| 10Y | +36.6% | +2,519.8% | -2,483.2% | +8.1% |
| All | +213.4% | +287.7% | -74.3% | +159.2% |
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