+1,001.9%
DPZ vs ENPH
+384.9%
+616.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.5% | -2.4% | -0.2% | -2.4% |
| 30D | -7.0% | -6.6% | -0.3% | -6.7% |
| 3M | +11.6% | -46.8% | +58.4% | +15.0% |
| 6M | -15.2% | -14.7% | -0.4% | -15.5% |
| YTD | -17.2% | +13.5% | -30.7% | -19.3% |
| 1Y | -24.8% | -0.4% | -24.4% | -26.4% |
| 3Y | -8.7% | -71.7% | +63.1% | -6.1% |
| 5Y | -28.9% | -79.1% | +50.2% | -26.9% |
| 10Y | +153.6% | +1,898.4% | -1,744.7% | +104.0% |
| All | +1,001.9% | +384.9% | +616.9% | +792.8% |
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