+402.2%
ENPH vs DTE
+366.8%
+35.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +1.0% |
| 7D | +1.5% | -2.0% | +3.5% | +2.6% |
| 30D | -12.9% | -2.4% | -10.5% | -11.8% |
| 3M | -27.1% | -7.3% | -19.8% | -24.7% |
| 6M | -15.4% | -7.6% | -7.8% | -13.0% |
| YTD | +15.0% | +5.8% | +9.2% | +9.5% |
| 1Y | -0.7% | +2.3% | -3.0% | -3.9% |
| 3Y | -69.3% | +45.0% | -114.4% | -75.4% |
| 5Y | -76.7% | +33.2% | -109.9% | -80.7% |
| 10Y | +1,947.8% | +141.4% | +1,806.4% | +1,126.9% |
| All | +402.2% | +366.8% | +35.3% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling