-70.3%
ENPH vs DTE
+43.4%
-113.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | -0.1% | -2.6% | +2.5% | +1.3% |
| 30D | -10.8% | -4.4% | -6.4% | -8.8% |
| 3M | -33.8% | -8.3% | -25.5% | -31.4% |
| 6M | -16.1% | -8.1% | -8.1% | -13.9% |
| YTD | +13.4% | +4.4% | +9.0% | +4.8% |
| 1Y | -2.6% | +0.2% | -2.8% | -7.2% |
| 3Y | -70.3% | +42.6% | -112.9% | -81.6% |
| All | -70.3% | +43.4% | -113.7% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling