+1,015.0%
JPM vs ENPH
+247.6%
+767.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.2% |
| 7D | +3.5% | -8.4% | +11.9% | +4.1% |
| 30D | +3.3% | -11.2% | +14.4% | +3.8% |
| 3M | -4.2% | -36.1% | +31.9% | -1.8% |
| 6M | +16.4% | -37.9% | +54.3% | +18.6% |
| YTD | +9.5% | -18.7% | +28.2% | +8.6% |
| 1Y | +14.0% | -9.8% | +23.8% | +12.3% |
| 3Y | +153.1% | -66.8% | +219.9% | +157.3% |
| 5Y | +134.9% | -89.6% | +224.5% | +152.6% |
| 10Y | +485.7% | +2,186.8% | -1,701.1% | +321.5% |
| All | +1,015.0% | +247.6% | +767.4% | +733.2% |
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 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