-76.8%
ENPH vs DD
+58.1%
-134.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -3.4% |
| 7D | +3.4% | -3.8% | +7.1% | +6.5% |
| 30D | -10.3% | -9.2% | -1.0% | -3.1% |
| 3M | -31.4% | -9.0% | -22.4% | -26.2% |
| 6M | -10.1% | -5.0% | -5.2% | -6.1% |
| YTD | +14.6% | +7.4% | +7.2% | +11.5% |
| 1Y | -3.2% | +35.1% | -38.3% | -19.7% |
| 3Y | -69.5% | +43.2% | -112.7% | -75.8% |
| All | -76.8% | +58.1% | -134.9% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling