-77.3%
ENPH vs DTE
+30.3%
-107.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -0.1% | -2.6% | +2.5% | +1.1% |
| 30D | -10.8% | -4.4% | -6.4% | -9.1% |
| 3M | -33.8% | -8.3% | -25.5% | -31.7% |
| 6M | -16.1% | -8.1% | -8.1% | -14.1% |
| YTD | +13.4% | +4.4% | +9.0% | +7.8% |
| 1Y | -2.6% | +0.2% | -2.8% | -5.3% |
| 3Y | -70.3% | +42.6% | -112.9% | -76.2% |
| All | -77.3% | +30.3% | -107.6% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling