+248.8%
DUK vs ENPH
+389.6%
-140.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.6% |
| 7D | -0.1% | +3.4% | -3.5% | -0.2% |
| 30D | +0.2% | -10.3% | +10.5% | +0.4% |
| 3M | -1.9% | -31.4% | +29.5% | -1.3% |
| 6M | -6.5% | -10.1% | +3.6% | -6.7% |
| YTD | +5.4% | +14.6% | -9.1% | +4.4% |
| 1Y | +3.6% | -3.2% | +6.8% | +2.8% |
| 3Y | +48.1% | -69.5% | +117.6% | +49.4% |
| 5Y | +39.6% | -77.2% | +116.8% | +40.6% |
| 10Y | +131.8% | +1,940.0% | -1,808.2% | +115.7% |
| All | +248.8% | +389.6% | -140.8% | +218.0% |
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