+1,327.7%
JBL vs ENPH
+417.7%
+909.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.2% |
| 7D | +4.4% | +9.3% | -4.8% | +3.3% |
| 30D | -8.4% | -7.3% | -1.2% | -7.7% |
| 3M | -14.2% | -31.7% | +17.6% | -10.5% |
| 6M | +29.6% | -3.5% | +33.1% | +28.7% |
| YTD | +37.1% | +21.2% | +15.9% | +30.8% |
| 1Y | +49.5% | +0.1% | +49.4% | +45.3% |
| 3Y | +192.7% | -67.7% | +260.4% | +208.9% |
| 5Y | +411.3% | -76.2% | +487.6% | +439.0% |
| 10Y | +1,447.6% | +2,057.2% | -609.6% | +890.5% |
| All | +1,327.7% | +417.7% | +909.9% | +839.7% |
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