+224.5%
USO vs ENPH
-77.4%
+301.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.6% |
| 7D | +11.5% | +1.5% | +9.9% | +11.4% |
| 30D | +24.1% | -12.9% | +37.0% | +24.3% |
| 3M | +17.9% | -27.1% | +45.0% | +18.4% |
| 6M | +49.6% | -15.4% | +65.1% | +49.7% |
| YTD | +129.0% | +15.0% | +114.0% | +125.4% |
| 1Y | +112.0% | -0.7% | +112.7% | +109.5% |
| 3Y | +102.3% | -69.3% | +171.6% | +107.3% |
| 5Y | +224.5% | -76.7% | +301.3% | +251.4% |
| All | +224.5% | -77.4% | +301.9% | +251.4% |
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 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