+1,744.0%
ODFL vs ENPH
+417.7%
+1,326.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.1% |
| 7D | +0.2% | +9.3% | -9.1% | -0.8% |
| 30D | -13.4% | -7.3% | -6.2% | -12.8% |
| 3M | -24.2% | -31.7% | +7.6% | -21.5% |
| 6M | -3.3% | -3.5% | +0.2% | -4.6% |
| YTD | +19.8% | +21.2% | -1.4% | +14.8% |
| 1Y | +24.5% | +0.1% | +24.5% | +21.2% |
| 3Y | -9.6% | -67.7% | +58.1% | -5.6% |
| 5Y | +28.0% | -76.2% | +104.3% | +34.3% |
| 10Y | +735.3% | +2,057.2% | -1,322.0% | +457.9% |
| All | +1,744.0% | +417.7% | +1,326.2% | +1,176.4% |
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