+87.8%
DT vs ENPH
-8.8%
+96.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.3% |
| 7D | +3.1% | -8.4% | +11.6% | +4.8% |
| 30D | -29.5% | -11.2% | -18.4% | -28.6% |
| 3M | -11.7% | -36.1% | +24.3% | -5.1% |
| 6M | +29.0% | -37.9% | +66.9% | +35.3% |
| YTD | +3.4% | -18.7% | +22.0% | -1.8% |
| 1Y | -4.2% | -9.8% | +5.6% | -11.2% |
| 3Y | -12.8% | -66.8% | +54.0% | -11.5% |
| 5Y | -39.6% | -89.6% | +50.0% | -21.5% |
| All | +87.8% | -8.8% | +96.6% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling