+402.2%
ENPH vs DVA
+303.9%
+98.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -12.9% | +1.7% | -14.5% | -13.4% |
| 3M | -27.1% | -8.7% | -18.4% | -25.9% |
| 6M | -15.4% | +19.7% | -35.1% | -21.9% |
| YTD | +15.0% | +59.6% | -44.6% | -4.3% |
| 1Y | -0.7% | +37.1% | -37.8% | -13.2% |
| 3Y | -69.3% | +89.8% | -159.1% | -76.5% |
| 5Y | -76.7% | +47.4% | -124.1% | -81.3% |
| 10Y | +1,947.8% | +184.9% | +1,762.9% | +1,097.0% |
| All | +402.2% | +303.9% | +98.3% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling