-61.3%
JD vs ENPH
-77.3%
+16.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.8% | -3.2% |
| 7D | -0.8% | +9.3% | -10.0% | -2.4% |
| 30D | -16.0% | -7.3% | -8.8% | -15.1% |
| 3M | -3.2% | -31.7% | +28.6% | +2.4% |
| 6M | +6.1% | -3.5% | +9.5% | +2.3% |
| YTD | -0.1% | +21.2% | -21.3% | -10.1% |
| 1Y | -12.7% | +0.1% | -12.8% | -18.9% |
| 3Y | -6.3% | -67.7% | +61.4% | +3.4% |
| 5Y | -61.3% | -76.2% | +14.9% | -59.2% |
| All | -61.3% | -77.3% | +16.0% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling