+264.9%
ENPH vs DD
+262.3%
+2.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | -7.6% | +6.7% | -14.3% | -11.8% |
| 30D | -16.4% | +19.4% | -35.8% | -26.1% |
| 3M | -34.3% | +7.6% | -41.9% | -37.5% |
| 6M | -28.5% | +2.9% | -31.4% | -29.8% |
| YTD | -16.4% | +29.9% | -46.3% | -29.0% |
| 1Y | -12.8% | +28.6% | -41.4% | -25.3% |
| 3Y | -65.7% | +90.0% | -155.7% | -77.6% |
| 5Y | -89.4% | +68.1% | -157.5% | -92.6% |
| 10Y | +2,249.1% | +98.7% | +2,150.4% | +1,071.7% |
| All | +264.9% | +262.3% | +2.5% | +4.2% |
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