-27.4%
ON vs ENPH
-68.2%
+40.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.8% | -11.2% | -6.3% |
| 7D | -2.2% | +9.3% | -11.4% | -4.7% |
| 30D | -12.4% | -7.3% | -5.2% | -10.8% |
| 3M | -41.2% | -31.7% | -9.5% | -35.0% |
| 6M | +25.0% | -3.5% | +28.5% | +24.2% |
| YTD | +31.3% | +21.2% | +10.1% | +19.8% |
| 1Y | +45.4% | +0.1% | +45.4% | +38.4% |
| 3Y | -27.4% | -67.7% | +40.3% | -14.8% |
| All | -27.4% | -68.2% | +40.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling