+30.9%
OWL vs ENPH
-74.6%
+105.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -10.1% | -0.1% | -10.1% | -10.2% |
| 30D | -11.9% | -10.8% | -1.1% | -10.5% |
| 3M | +10.7% | -33.8% | +44.6% | +16.9% |
| 6M | +22.1% | -16.1% | +38.3% | +22.4% |
| YTD | -24.8% | +13.4% | -38.2% | -28.9% |
| 1Y | -39.2% | -2.6% | -36.6% | -41.6% |
| 3Y | +1.7% | -70.3% | +72.0% | +10.6% |
| 5Y | -15.5% | -77.0% | +61.5% | -5.5% |
| All | +30.9% | -74.6% | +105.5% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling