-25.8%
DPZ vs ENPH
-88.0%
+62.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.2% | +8.5% | +0.9% |
| 7D | +9.5% | +12.0% | -2.5% | +8.4% |
| 30D | +12.8% | -14.6% | +27.4% | +13.9% |
| 3M | -6.2% | -25.6% | +19.4% | -4.4% |
| 6M | +4.3% | -19.6% | +23.8% | +3.5% |
| YTD | -16.6% | -9.6% | -7.0% | -19.4% |
| 1Y | -12.8% | -10.0% | -2.8% | -15.9% |
| 3Y | -0.8% | -64.2% | +63.3% | +0.2% |
| 5Y | -25.8% | -87.8% | +62.0% | -18.3% |
| All | -25.8% | -88.0% | +62.2% | -18.3% |
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