-69.9%
ENPH vs DD
+42.2%
-112.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -3.2% |
| 7D | +3.4% | -3.8% | +7.1% | +6.9% |
| 30D | -10.3% | -9.2% | -1.0% | -2.1% |
| 3M | -31.4% | -9.0% | -22.4% | -25.6% |
| 6M | -10.1% | -5.0% | -5.2% | -5.7% |
| YTD | +14.6% | +7.4% | +7.2% | +11.1% |
| 1Y | -3.2% | +35.1% | -38.3% | -21.1% |
| All | -69.9% | +42.2% | -112.1% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling