-6.3%
JD vs ENPH
-68.2%
+61.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.8% | -2.8% |
| 7D | -0.8% | +9.3% | -10.0% | -1.8% |
| 30D | -16.0% | -7.3% | -8.8% | -15.5% |
| 3M | -3.2% | -31.7% | +28.6% | +0.3% |
| 6M | +6.1% | -3.5% | +9.5% | +3.7% |
| YTD | -0.1% | +21.2% | -21.3% | -6.6% |
| 1Y | -12.7% | +0.1% | -12.8% | -16.6% |
| 3Y | -6.3% | -67.7% | +61.4% | +5.1% |
| All | -6.3% | -68.2% | +61.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling