-78.6%
ENPH vs DUOL
+3.5%
-82.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.2% | +12.0% | +8.0% |
| 7D | +9.3% | -7.8% | +17.1% | +11.2% |
| 30D | -7.3% | +11.8% | -19.1% | -10.2% |
| 3M | -31.7% | +24.1% | -55.8% | -36.3% |
| 6M | -3.5% | +43.6% | -47.1% | -14.7% |
| YTD | +21.2% | -16.6% | +37.7% | +22.4% |
| 1Y | +0.1% | -46.0% | +46.1% | +11.6% |
| 3Y | -67.7% | -6.5% | -61.2% | -73.4% |
| 5Y | -76.2% | -7.4% | -68.8% | -85.0% |
| All | -78.6% | +3.5% | -82.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling