-51.1%
DOCS vs ENPH
-88.0%
+36.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -3.1% |
| 7D | -1.3% | +12.0% | -13.4% | -3.0% |
| 30D | +19.4% | -14.6% | +34.0% | +21.6% |
| 3M | +53.4% | -25.6% | +79.0% | +59.4% |
| 6M | +28.8% | -19.6% | +48.3% | +26.7% |
| YTD | -25.1% | -9.6% | -15.5% | -30.2% |
| 1Y | -48.1% | -10.0% | -38.1% | -51.8% |
| 3Y | +51.4% | -64.2% | +115.5% | +46.8% |
| 5Y | -51.1% | -87.8% | +36.7% | -33.3% |
| All | -51.1% | -88.0% | +36.9% | -33.3% |
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