-76.7%
ENPH vs DUOL
-15.6%
-61.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.6% |
| 7D | +1.5% | -8.6% | +10.1% | +3.5% |
| 30D | -12.9% | +7.2% | -20.0% | -14.8% |
| 3M | -27.1% | +19.1% | -46.2% | -31.4% |
| 6M | -15.4% | +52.5% | -68.0% | -26.6% |
| YTD | +15.0% | -17.3% | +32.3% | +16.4% |
| 1Y | -0.7% | -49.2% | +48.5% | +13.0% |
| 3Y | -69.3% | -7.3% | -62.1% | -75.0% |
| 5Y | -76.7% | -16.3% | -60.4% | -85.5% |
| All | -76.7% | -15.6% | -61.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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