+42.1%
DLR vs ENPH
-77.5%
+119.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.3% |
| 7D | +2.9% | +3.4% | -0.5% | +2.5% |
| 30D | -1.2% | -10.3% | +9.1% | -0.3% |
| 3M | +2.9% | -31.4% | +34.3% | +6.1% |
| 6M | +6.7% | -10.1% | +16.8% | +5.8% |
| YTD | +23.9% | +14.6% | +9.3% | +18.4% |
| 1Y | +18.6% | -3.2% | +21.9% | +15.0% |
| 3Y | +59.7% | -69.5% | +129.1% | +68.9% |
| 5Y | +42.1% | -77.2% | +119.3% | +54.0% |
| All | +42.1% | -77.5% | +119.6% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling