+1,010.5%
DPZ vs ENPH
+286.3%
+724.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.2% | +8.5% | +0.7% |
| 7D | +9.5% | +12.0% | -2.5% | +8.8% |
| 30D | +12.8% | -14.6% | +27.4% | +13.6% |
| 3M | -6.2% | -25.6% | +19.4% | -5.0% |
| 6M | +4.3% | -19.6% | +23.8% | +4.2% |
| YTD | -16.6% | -9.6% | -7.0% | -17.8% |
| 1Y | -12.8% | -10.0% | -2.8% | -14.2% |
| 3Y | -0.8% | -64.2% | +63.3% | +0.5% |
| 5Y | -25.8% | -87.8% | +62.0% | -21.7% |
| 10Y | +130.9% | +2,376.1% | -2,245.2% | +84.6% |
| All | +1,010.5% | +286.3% | +724.2% | +809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling