+429.0%
ENPH vs UDR
+131.2%
+297.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.2% |
| 7D | +9.3% | -2.1% | +11.3% | +10.6% |
| 30D | -7.3% | -5.6% | -1.6% | -4.2% |
| 3M | -31.7% | -5.8% | -26.0% | -30.0% |
| 6M | -3.5% | -1.1% | -2.4% | -4.6% |
| YTD | +21.2% | +1.6% | +19.5% | +18.2% |
| 1Y | +0.1% | -2.7% | +2.7% | +0.1% |
| 3Y | -67.7% | +6.3% | -74.0% | -69.4% |
| 5Y | -76.2% | -19.3% | -56.9% | -73.9% |
| 10Y | +2,057.2% | +46.0% | +2,011.2% | +1,483.3% |
| All | +429.0% | +131.2% | +297.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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