+725.5%
ON vs ENPH
+384.9%
+340.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | -3.3% | -6.6% | +3.3% | -2.1% |
| 3M | -43.6% | -46.8% | +3.2% | -36.7% |
| 6M | +19.0% | -14.7% | +33.7% | +21.3% |
| YTD | +37.4% | +13.5% | +23.9% | +31.1% |
| 1Y | +54.8% | -0.4% | +55.2% | +50.2% |
| 3Y | -25.2% | -71.7% | +46.6% | -14.2% |
| 5Y | +62.7% | -79.1% | +141.8% | +90.1% |
| 10Y | +574.3% | +1,898.4% | -1,324.0% | +345.0% |
| All | +725.5% | +384.9% | +340.6% | +458.3% |
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