-69.8%
ENPH vs DBX
+25.2%
-95.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | -12.9% | +2.8% | -15.7% | -13.3% |
| 3M | -27.1% | +26.8% | -53.9% | -30.2% |
| 6M | -15.4% | +32.8% | -48.2% | -20.7% |
| YTD | +15.0% | +26.1% | -11.1% | +9.2% |
| 1Y | -0.7% | +14.1% | -14.8% | -3.2% |
| All | -69.8% | +25.2% | -95.0% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling