-2.6%
ENPH vs DVA
+36.3%
-38.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | -1.3% | +1.3% | +0.1% |
| 30D | -10.8% | 0.0% | -10.9% | -10.9% |
| 3M | -33.8% | -10.9% | -22.9% | -33.1% |
| 6M | -16.1% | +17.3% | -33.4% | -19.3% |
| YTD | +13.4% | +59.8% | -46.4% | -0.9% |
| 1Y | -2.6% | +36.3% | -38.9% | -11.8% |
| All | -2.6% | +36.3% | -38.9% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling