-73.2%
DOCS vs ENPH
-78.8%
+5.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | -2.4% | +0.9% | -1.1% |
| 30D | +21.8% | -6.6% | +28.4% | +23.3% |
| 3M | +27.3% | -46.8% | +74.1% | +38.5% |
| 6M | -0.3% | -14.7% | +14.4% | -2.3% |
| YTD | -40.5% | +13.5% | -54.0% | -46.1% |
| 1Y | -61.5% | -0.4% | -61.1% | -64.6% |
| 3Y | +8.2% | -71.7% | +79.9% | +20.3% |
| All | -73.2% | -78.8% | +5.6% | -72.1% |
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 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