-34.9%
DOW vs ENPH
-70.0%
+35.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | +0.1% |
| 7D | -6.0% | +3.4% | -9.4% | -6.4% |
| 30D | -2.7% | -10.3% | +7.5% | -1.6% |
| 3M | -10.5% | -31.4% | +20.9% | -6.9% |
| 6M | -12.4% | -10.1% | -2.3% | -14.5% |
| YTD | +30.0% | +14.6% | +15.5% | +19.9% |
| 1Y | +27.8% | -3.2% | +31.0% | +20.5% |
| All | -34.9% | -70.0% | +35.1% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling