-37.1%
DOW vs ENPH
-77.1%
+40.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.9% | -10.8% | +6.9% | -3.0% |
| 3M | -12.7% | -33.8% | +21.1% | -9.5% |
| 6M | -13.7% | -16.1% | +2.4% | -14.3% |
| YTD | +28.4% | +13.4% | +15.0% | +21.7% |
| 1Y | +21.8% | -2.6% | +24.4% | +17.0% |
| 3Y | -35.7% | -70.3% | +34.5% | -33.9% |
| All | -37.1% | -77.1% | +40.0% | -33.1% |
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