+69.6%
OTIS vs ENPH
+53.0%
+16.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.7% |
| 7D | -2.2% | +3.4% | -5.5% | -2.4% |
| 30D | -4.3% | -10.3% | +5.9% | -3.6% |
| 3M | -2.2% | -31.4% | +29.2% | +0.3% |
| 6M | -19.9% | -10.1% | -9.8% | -20.5% |
| YTD | -19.3% | +14.6% | -33.9% | -22.3% |
| 1Y | -19.6% | -3.2% | -16.3% | -21.7% |
| 3Y | -11.5% | -69.5% | +57.9% | -8.7% |
| 5Y | -16.8% | -77.2% | +60.5% | -13.6% |
| All | +69.6% | +53.0% | +16.6% | +72.0% |
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