+177.0%
OMC vs ENPH
+247.6%
-70.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +1.9% | -8.4% | +10.3% | +2.4% |
| 30D | +12.2% | -11.2% | +23.4% | +12.8% |
| 3M | +0.6% | -36.1% | +36.7% | +2.9% |
| 6M | +21.0% | -37.9% | +58.9% | +22.9% |
| YTD | +12.4% | -18.7% | +31.0% | +11.3% |
| 1Y | +25.4% | -9.8% | +35.2% | +23.4% |
| 3Y | +29.2% | -66.8% | +96.0% | +31.6% |
| 5Y | +52.6% | -89.6% | +142.2% | +62.3% |
| 10Y | +53.6% | +2,186.8% | -2,133.2% | +18.9% |
| All | +177.0% | +247.6% | -70.6% | +122.7% |
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