+222.8%
O vs ENPH
+384.9%
-162.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | -2.4% | +1.6% | -0.6% |
| 30D | -1.9% | -6.6% | +4.7% | -1.6% |
| 3M | +3.8% | -46.8% | +50.7% | +6.9% |
| 6M | -4.7% | -14.7% | +10.0% | -5.0% |
| YTD | +12.5% | +13.5% | -1.0% | +9.8% |
| 1Y | +10.8% | -0.4% | +11.2% | +8.6% |
| 3Y | +28.8% | -71.7% | +100.5% | +32.2% |
| 5Y | +13.2% | -79.1% | +92.3% | +15.8% |
| 10Y | +53.5% | +1,898.4% | -1,844.9% | +28.0% |
| All | +222.8% | +384.9% | -162.1% | +165.4% |
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