+8.8%
DXCM vs ENPH
-1.9%
+10.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.2% | -2.4% | -0.9% | -3.1% |
| 30D | +6.3% | -6.6% | +13.0% | +6.6% |
| 3M | +21.1% | -46.8% | +67.9% | +24.5% |
| 6M | +20.6% | -14.7% | +35.3% | +19.1% |
| YTD | +32.4% | +13.5% | +19.0% | +28.6% |
| 1Y | +8.8% | -0.4% | +9.3% | +7.1% |
| All | +8.8% | -1.9% | +10.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling