+395.2%
ENPH vs ULTA
+487.1%
-91.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.3% |
| 7D | -0.1% | -3.1% | +3.0% | +1.2% |
| 30D | -10.8% | +2.8% | -13.6% | -12.2% |
| 3M | -33.8% | +14.8% | -48.6% | -38.0% |
| 6M | -16.1% | -16.2% | +0.1% | -10.9% |
| YTD | +13.4% | -9.6% | +23.0% | +16.6% |
| 1Y | -2.6% | +4.8% | -7.4% | -6.3% |
| 3Y | -70.3% | +30.7% | -100.9% | -75.1% |
| 5Y | -77.0% | +45.9% | -122.9% | -81.7% |
| 10Y | +1,919.4% | +129.0% | +1,790.4% | +1,104.7% |
| All | +395.2% | +487.1% | -91.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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