+54.6%
JD vs ENPH
+223.3%
-168.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.7% | +0.4% |
| 7D | +5.2% | -9.1% | +14.3% | +6.3% |
| 30D | +4.5% | -15.8% | +20.3% | +6.3% |
| 3M | -15.4% | -32.5% | +17.0% | -11.8% |
| 6M | -6.0% | -24.2% | +18.1% | -5.3% |
| YTD | +2.2% | -13.8% | +15.9% | -0.5% |
| 1Y | -6.7% | -15.8% | +9.2% | -8.9% |
| 3Y | +20.5% | -64.6% | +85.1% | +25.1% |
| 5Y | -58.4% | -88.1% | +29.6% | -52.3% |
| 10Y | +32.5% | +2,367.9% | -2,335.4% | -7.3% |
| All | +54.6% | +223.3% | -168.7% | +32.3% |
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