+1,919.4%
ENPH vs DLTR
+45.3%
+1,874.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -10.1% | +10.0% | +3.4% |
| 30D | -10.8% | -8.1% | -2.7% | -8.7% |
| 3M | -33.8% | +2.9% | -36.7% | -35.0% |
| 6M | -16.1% | +4.3% | -20.5% | -18.9% |
| YTD | +13.4% | -3.9% | +17.4% | +12.4% |
| 1Y | -2.6% | +18.9% | -21.5% | -10.6% |
| 3Y | -70.3% | +1.9% | -72.2% | -72.3% |
| 5Y | -77.0% | +31.0% | -108.0% | -81.6% |
| All | +1,919.4% | +45.3% | +1,874.2% | +1,239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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