+308.4%
EOG vs ENPH
+247.6%
+60.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.0% |
| 7D | +7.6% | -8.4% | +16.0% | +8.4% |
| 30D | +3.4% | -11.2% | +14.5% | +4.0% |
| 3M | +12.7% | -36.1% | +48.8% | +16.5% |
| 6M | +19.0% | -37.9% | +56.9% | +21.6% |
| YTD | +55.6% | -18.7% | +74.2% | +52.7% |
| 1Y | +49.5% | -9.8% | +59.4% | +45.3% |
| 3Y | +43.2% | -66.8% | +110.0% | +46.3% |
| 5Y | +111.8% | -89.6% | +201.5% | +134.0% |
| 10Y | +140.4% | +2,186.8% | -2,046.5% | +48.7% |
| All | +308.4% | +247.6% | +60.8% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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