+16.4%
JD vs ENPH
+1,936.5%
-1,920.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.6% | +1.5% | -4.1% | -2.8% |
| 30D | -15.4% | -12.9% | -2.5% | -13.9% |
| 3M | -5.0% | -27.1% | +22.1% | -1.8% |
| 6M | +0.9% | -15.4% | +16.4% | +0.5% |
| YTD | -2.5% | +15.0% | -17.5% | -8.4% |
| 1Y | -16.0% | -0.7% | -15.3% | -19.9% |
| 3Y | -8.5% | -69.3% | +60.8% | -2.5% |
| 5Y | -61.8% | -76.7% | +14.9% | -58.9% |
| All | +16.4% | +1,936.5% | -1,920.1% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling