-38.7%
DOCS vs ENPH
-83.4%
+44.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -0.8% | +11.0% | -11.8% | -2.4% |
| 30D | +17.4% | -15.0% | +32.4% | +19.7% |
| 3M | +57.4% | -28.2% | +85.6% | +64.5% |
| 6M | +26.5% | -20.5% | +47.0% | +24.8% |
| YTD | -26.6% | -11.2% | -15.4% | -31.4% |
| 1Y | -48.1% | -8.7% | -39.4% | -51.9% |
| 3Y | +52.6% | -63.6% | +116.2% | +47.7% |
| 5Y | -52.1% | -88.0% | +35.9% | -42.9% |
| All | -38.7% | -83.4% | +44.7% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling