-12.3%
DXCM vs ENPH
-62.5%
+50.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | -0.1% | +1.9% |
| 7D | -4.4% | +4.1% | -8.5% | -4.6% |
| 30D | -3.6% | -11.4% | +7.8% | -3.0% |
| 3M | -4.3% | -30.5% | +26.2% | -2.4% |
| 6M | +33.8% | -20.2% | +54.0% | +33.4% |
| YTD | +22.1% | -9.3% | +31.4% | +19.6% |
| 1Y | +47.4% | -3.8% | +51.2% | +43.5% |
| 3Y | -12.3% | -61.5% | +49.3% | -15.5% |
| All | -12.3% | -62.5% | +50.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling