+1,919.4%
ENPH vs DD
+66.6%
+1,852.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -0.1% | -3.5% | +3.4% | +2.3% |
| 30D | -10.8% | -11.7% | +0.8% | -3.2% |
| 3M | -33.8% | -9.2% | -24.6% | -29.6% |
| 6M | -16.1% | -7.2% | -8.9% | -11.5% |
| YTD | +13.4% | +6.6% | +6.8% | +11.2% |
| 1Y | -2.6% | +32.0% | -34.6% | -16.3% |
| 3Y | -70.3% | +42.1% | -112.4% | -75.7% |
| 5Y | -77.0% | +58.1% | -135.1% | -82.6% |
| All | +1,919.4% | +66.6% | +1,852.9% | +934.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling