+2.1%
OXY vs ENPH
+389.6%
-387.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.6% |
| 7D | +0.6% | +3.4% | -2.7% | +0.3% |
| 30D | +4.5% | -10.3% | +14.8% | +5.4% |
| 3M | +8.9% | -31.4% | +40.3% | +12.0% |
| 6M | +12.5% | -10.1% | +22.6% | +11.2% |
| YTD | +50.5% | +14.6% | +35.9% | +44.0% |
| 1Y | +38.6% | -3.2% | +41.8% | +34.2% |
| 3Y | -1.2% | -69.5% | +68.2% | +2.7% |
| 5Y | +161.6% | -77.2% | +238.9% | +169.2% |
| 10Y | +5.3% | +1,940.0% | -1,934.7% | -23.0% |
| All | +2.1% | +389.6% | -387.5% | -25.7% |
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