+152.9%
OMC vs ENPH
+417.7%
-264.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.2% |
| 7D | -5.8% | +9.3% | -15.0% | -6.2% |
| 30D | -4.8% | -7.3% | +2.4% | -4.5% |
| 3M | +9.2% | -31.7% | +41.0% | +11.2% |
| 6M | -2.5% | -3.5% | +1.0% | -3.5% |
| YTD | +2.6% | +21.2% | -18.6% | -0.4% |
| 1Y | +5.9% | +0.1% | +5.9% | +3.7% |
| 3Y | +14.2% | -67.7% | +81.9% | +16.5% |
| 5Y | +33.2% | -76.2% | +109.5% | +35.7% |
| 10Y | +33.4% | +2,057.2% | -2,023.8% | +3.3% |
| All | +152.9% | +417.7% | -264.9% | +99.2% |
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