+1,919.4%
ENPH vs DKS
+203.5%
+1,716.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | -0.1% | -3.0% | +2.9% | +0.8% |
| 30D | -10.8% | -33.4% | +22.5% | 0.0% |
| 3M | -33.8% | -39.4% | +5.5% | -23.6% |
| 6M | -16.1% | -30.1% | +14.0% | -8.6% |
| YTD | +13.4% | -31.0% | +44.4% | +24.7% |
| 1Y | -2.6% | -40.2% | +37.6% | +12.3% |
| 3Y | -70.3% | +30.9% | -101.2% | -75.0% |
| 5Y | -77.0% | +14.0% | -91.1% | -81.0% |
| All | +1,919.4% | +203.5% | +1,716.0% | +949.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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