+147.9%
OXY vs ENPH
-77.1%
+225.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +5.5% | -10.8% | +16.3% | +6.3% |
| 3M | +11.3% | -33.8% | +45.1% | +14.4% |
| 6M | +11.6% | -16.1% | +27.7% | +11.2% |
| YTD | +51.6% | +13.4% | +38.1% | +45.1% |
| 1Y | +36.2% | -2.6% | +38.8% | +31.8% |
| 3Y | +1.7% | -70.3% | +72.0% | +5.9% |
| All | +147.9% | -77.1% | +225.0% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling