+181.2%
DLR vs ENPH
+2,128.2%
-1,947.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.7% |
| 7D | +3.3% | -8.4% | +11.8% | +3.9% |
| 30D | +4.6% | -11.2% | +15.8% | +5.2% |
| 3M | -8.3% | -36.1% | +27.8% | -5.8% |
| 6M | -5.6% | -37.9% | +32.3% | -3.7% |
| YTD | +18.7% | -18.7% | +37.4% | +17.9% |
| 1Y | +17.1% | -9.8% | +26.9% | +15.4% |
| 3Y | +54.4% | -66.8% | +121.2% | +58.3% |
| 5Y | +36.5% | -89.6% | +126.1% | +47.4% |
| All | +181.2% | +2,128.2% | -1,947.0% | +147.4% |
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