+569.0%
ORCL vs ENPH
+384.9%
+184.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | -2.4% | +7.6% | +5.4% |
| 30D | +10.0% | -6.6% | +16.6% | +10.4% |
| 3M | -32.6% | -46.8% | +14.2% | -30.0% |
| 6M | +4.9% | -14.7% | +19.7% | +5.3% |
| YTD | -17.8% | +13.5% | -31.2% | -19.4% |
| 1Y | -28.0% | -0.4% | -27.6% | -29.0% |
| 3Y | +36.0% | -71.7% | +107.8% | +40.6% |
| 5Y | +88.7% | -79.1% | +167.8% | +94.7% |
| 10Y | +346.9% | +1,898.4% | -1,551.4% | +243.2% |
| All | +569.0% | +384.9% | +184.1% | +423.1% |
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