+255.2%
ENPH vs DD
+260.2%
-5.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | -8.4% | +5.0% | -13.4% | -11.6% |
| 30D | -11.2% | +19.7% | -30.9% | -21.6% |
| 3M | -36.1% | +7.2% | -43.3% | -39.0% |
| 6M | -37.9% | +1.0% | -39.0% | -38.3% |
| YTD | -18.7% | +29.1% | -47.8% | -30.6% |
| 1Y | -9.8% | +28.5% | -38.3% | -22.7% |
| 3Y | -66.8% | +89.4% | -156.3% | -78.3% |
| 5Y | -89.6% | +67.1% | -156.8% | -92.7% |
| 10Y | +2,186.8% | +97.5% | +2,089.3% | +1,045.5% |
| All | +255.2% | +260.2% | -5.0% | +1.9% |
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