+2,397.4%
ENPH vs DECK
+885.7%
+1,511.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.6% | -7.6% |
| 7D | +12.0% | +6.0% | +6.0% | +9.5% |
| 30D | -14.6% | +7.4% | -22.0% | -17.0% |
| 3M | -25.6% | -11.7% | -14.0% | -22.1% |
| 6M | -19.6% | -11.0% | -8.6% | -16.3% |
| YTD | -9.6% | -15.4% | +5.8% | -5.6% |
| 1Y | -10.0% | +7.2% | -17.3% | -15.3% |
| 3Y | -64.2% | -11.8% | -52.3% | -67.8% |
| 5Y | -87.8% | +24.3% | -112.2% | -91.4% |
| All | +2,397.4% | +885.7% | +1,511.8% | +779.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling