+226.3%
XOM vs ENPH
+417.7%
-191.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.0% | +0.4% |
| 7D | -2.4% | +9.3% | -11.6% | -2.8% |
| 30D | +5.7% | -7.3% | +12.9% | +6.0% |
| 3M | +6.6% | -31.7% | +38.3% | +8.4% |
| 6M | +7.7% | -3.5% | +11.1% | +6.6% |
| YTD | +36.2% | +21.2% | +15.0% | +32.3% |
| 1Y | +50.5% | +0.1% | +50.4% | +47.4% |
| 3Y | +53.4% | -67.7% | +121.1% | +56.3% |
| 5Y | +254.2% | -76.2% | +330.4% | +259.2% |
| 10Y | +177.9% | +2,057.2% | -1,879.3% | +117.6% |
| All | +226.3% | +417.7% | -191.5% | +156.8% |
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