+45.7%
OWL vs ENPH
-74.6%
+120.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -2.2% | -2.4% | +0.1% | -1.9% |
| 30D | +3.7% | -6.6% | +10.3% | +4.7% |
| 3M | +17.5% | -46.8% | +64.3% | +27.8% |
| 6M | +18.5% | -14.7% | +33.3% | +18.5% |
| YTD | -16.3% | +13.5% | -29.8% | -20.9% |
| 1Y | -29.7% | -0.4% | -29.3% | -32.8% |
| 3Y | +14.2% | -71.7% | +85.9% | +25.5% |
| 5Y | +2.5% | -79.1% | +81.6% | +15.3% |
| All | +45.7% | -74.6% | +120.2% | +70.8% |
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