-87.8%
ENPH vs DECK
+25.8%
-113.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.6% | -7.6% |
| 7D | +12.0% | +6.0% | +6.0% | +9.8% |
| 30D | -14.6% | +7.4% | -22.0% | -16.7% |
| 3M | -25.6% | -11.7% | -14.0% | -22.6% |
| 6M | -19.6% | -11.0% | -8.6% | -16.7% |
| YTD | -9.6% | -15.4% | +5.8% | -6.0% |
| 1Y | -10.0% | +7.2% | -17.3% | -14.5% |
| 3Y | -64.2% | -11.8% | -52.3% | -69.2% |
| 5Y | -87.8% | +24.3% | -112.2% | -91.2% |
| All | -87.8% | +25.8% | -113.6% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling