-53.5%
USO vs ENPH
+417.7%
-471.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +2.5% |
| 7D | +3.6% | +9.3% | -5.7% | +3.1% |
| 30D | +23.8% | -7.3% | +31.0% | +24.2% |
| 3M | +8.1% | -31.7% | +39.8% | +9.9% |
| 6M | +34.3% | -3.5% | +37.7% | +32.7% |
| YTD | +111.1% | +21.2% | +90.0% | +104.5% |
| 1Y | +99.9% | +0.1% | +99.9% | +95.3% |
| 3Y | +86.5% | -67.7% | +154.2% | +90.3% |
| 5Y | +200.5% | -76.2% | +276.8% | +204.2% |
| 10Y | +66.5% | +2,057.2% | -1,990.7% | +22.0% |
| All | -53.5% | +417.7% | -471.2% | -64.8% |
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