+29.0%
DT vs ENPH
-32.3%
+61.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.2% |
| 7D | +3.1% | -8.4% | +11.6% | +3.2% |
| 30D | -29.5% | -11.2% | -18.4% | -29.1% |
| 3M | -11.7% | -36.1% | +24.3% | -10.3% |
| 6M | +29.0% | -37.9% | +66.9% | +30.5% |
| All | +29.0% | -32.3% | +61.3% | +30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling