+56.9%
ON vs ENPH
-77.5%
+134.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.5% |
| 7D | -1.9% | +3.4% | -5.3% | -3.1% |
| 30D | -11.0% | -10.3% | -0.8% | -8.4% |
| 3M | -39.3% | -31.4% | -8.0% | -32.3% |
| 6M | +19.8% | -10.1% | +30.0% | +20.8% |
| YTD | +31.1% | +14.6% | +16.5% | +19.2% |
| 1Y | +46.0% | -3.2% | +49.2% | +38.3% |
| 3Y | -27.5% | -69.5% | +41.9% | -11.3% |
| 5Y | +56.9% | -77.2% | +134.1% | +100.7% |
| All | +56.9% | -77.5% | +134.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling