+660.2%
ENPH vs DBX
+19.3%
+641.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.3% | -7.7% | -6.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.0% |
| 30D | -10.3% | 0.0% | -10.3% | -10.6% |
| 3M | -31.4% | +26.1% | -57.5% | -39.2% |
| 6M | -10.1% | +29.4% | -39.5% | -23.2% |
| YTD | +14.6% | +24.4% | -9.9% | -0.5% |
| 1Y | -3.2% | +10.9% | -14.1% | -11.6% |
| 3Y | -69.5% | +24.1% | -93.5% | -75.1% |
| 5Y | -77.2% | +7.8% | -85.0% | -80.5% |
| All | +660.2% | +19.3% | +641.0% | +445.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling