+429.0%
ENPH vs DD
+207.6%
+221.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +9.3% | -0.6% | +9.9% | +9.7% |
| 30D | -7.3% | -7.4% | +0.2% | -2.0% |
| 3M | -31.7% | -6.4% | -25.3% | -28.5% |
| 6M | -3.5% | -2.5% | -1.0% | -1.3% |
| YTD | +21.2% | +10.2% | +10.9% | +15.5% |
| 1Y | +0.1% | +36.9% | -36.9% | -17.7% |
| 3Y | -67.7% | +47.0% | -114.7% | -74.9% |
| 5Y | -76.2% | +63.1% | -139.4% | -83.1% |
| 10Y | +2,057.2% | +68.2% | +1,989.1% | +1,108.6% |
| All | +429.0% | +207.6% | +221.4% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling