-28.4%
DT vs ENPH
-77.5%
+49.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +1.4% |
| 7D | -0.5% | +3.4% | -3.9% | -1.1% |
| 30D | +0.1% | -10.3% | +10.3% | +1.4% |
| 3M | +24.1% | -31.4% | +55.5% | +29.7% |
| 6M | +30.1% | -10.1% | +40.2% | +27.5% |
| YTD | +16.8% | +14.6% | +2.2% | +7.5% |
| 1Y | -0.1% | -3.2% | +3.1% | -5.9% |
| 3Y | +6.8% | -69.5% | +76.3% | +15.6% |
| 5Y | -28.4% | -77.2% | +48.9% | -19.2% |
| All | -28.4% | -77.5% | +49.2% | -19.2% |
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 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