+652.6%
ENPH vs DBX
+22.6%
+630.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -2.0% |
| 7D | -0.1% | +2.1% | -2.2% | -1.2% |
| 30D | -10.8% | +5.7% | -16.6% | -13.4% |
| 3M | -33.8% | +31.8% | -65.6% | -42.4% |
| 6M | -16.1% | +37.5% | -53.6% | -30.3% |
| YTD | +13.4% | +27.9% | -14.5% | -2.7% |
| 1Y | -2.6% | +15.0% | -17.6% | -12.5% |
| 3Y | -70.3% | +27.2% | -97.4% | -76.0% |
| 5Y | -77.0% | +12.8% | -89.8% | -80.7% |
| All | +652.6% | +22.6% | +630.0% | +433.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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