-65.9%
ENPH vs DD
+89.9%
-155.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.9% |
| 7D | -7.6% | +6.7% | -14.3% | -12.9% |
| 30D | -16.4% | +19.4% | -35.8% | -28.4% |
| 3M | -34.3% | +7.6% | -41.9% | -38.4% |
| 6M | -28.5% | +2.9% | -31.4% | -30.4% |
| YTD | -16.4% | +29.9% | -46.3% | -31.4% |
| 1Y | -12.8% | +28.6% | -41.4% | -27.9% |
| All | -65.9% | +89.9% | -155.8% | -83.7% |
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