+1,919.4%
ENPH vs DVA
+187.8%
+1,731.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | -1.3% | +1.3% | +0.2% |
| 30D | -10.8% | 0.0% | -10.9% | -10.9% |
| 3M | -33.8% | -10.9% | -22.9% | -32.4% |
| 6M | -16.1% | +17.3% | -33.4% | -21.2% |
| YTD | +13.4% | +59.8% | -46.4% | -3.1% |
| 1Y | -2.6% | +36.3% | -38.9% | -13.1% |
| 3Y | -70.3% | +88.6% | -158.9% | -76.2% |
| 5Y | -77.0% | +47.5% | -124.6% | -80.8% |
| All | +1,919.4% | +187.8% | +1,731.6% | +1,384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling