+118.6%
DVN vs ENPH
-77.1%
+195.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +12.0% | -10.8% | +22.8% | +13.2% |
| 3M | +13.4% | -33.8% | +47.2% | +17.8% |
| 6M | +12.1% | -16.1% | +28.2% | +11.3% |
| YTD | +38.8% | +13.4% | +25.4% | +30.7% |
| 1Y | +46.0% | -2.6% | +48.6% | +39.3% |
| 3Y | +9.5% | -70.3% | +79.7% | +16.2% |
| All | +118.6% | -77.1% | +195.8% | +156.8% |
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