-77.3%
ENPH vs DVA
+46.8%
-124.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -32.8% |
| 6M | -16.1% | +17.3% | -33.4% | -20.0% |
| YTD | +13.4% | +59.8% | -46.4% | +0.4% |
| 1Y | -2.6% | +36.3% | -38.9% | -10.8% |
| 3Y | -70.3% | +88.6% | -158.9% | -74.4% |
| All | -77.3% | +46.8% | -124.1% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling