+6.9%
XOP vs ENPH
+384.9%
-378.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.6% | -2.4% | +4.9% | +2.8% |
| 30D | +15.4% | -6.6% | +22.1% | +16.2% |
| 3M | +12.1% | -46.8% | +58.9% | +19.4% |
| 6M | +19.7% | -14.7% | +34.4% | +18.8% |
| YTD | +52.4% | +13.5% | +38.9% | +44.5% |
| 1Y | +47.6% | -0.4% | +48.0% | +41.1% |
| 3Y | +34.4% | -71.7% | +106.1% | +42.5% |
| 5Y | +154.4% | -79.1% | +233.5% | +167.8% |
| 10Y | +54.7% | +1,898.4% | -1,843.7% | -11.6% |
| All | +6.9% | +384.9% | -378.0% | -35.1% |
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