-5.7%
DT vs ENPH
+8.1%
-13.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.4% |
| 7D | -25.5% | +26.3% | -51.8% | -25.2% |
| 30D | -22.3% | -5.7% | -16.6% | -22.0% |
| 3M | +2.3% | -24.5% | +26.8% | +2.5% |
| 6M | +20.7% | -3.0% | +23.8% | +21.4% |
| YTD | +7.9% | -1.6% | +9.5% | +7.6% |
| 1Y | -5.7% | +8.8% | -14.5% | -5.5% |
| All | -5.7% | +8.1% | -13.9% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling