+2,186.8%
ENPH vs DG
+105.2%
+2,081.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -11.2% | +3.2% | -14.4% | -12.3% |
| 3M | -36.1% | +10.4% | -46.5% | -38.7% |
| 6M | -37.9% | +33.2% | -71.1% | -45.2% |
| YTD | -18.7% | +3.0% | -21.6% | -21.4% |
| 1Y | -9.8% | +31.2% | -41.0% | -21.1% |
| 3Y | -66.8% | +21.8% | -88.6% | -72.0% |
| 5Y | -89.6% | -35.0% | -54.7% | -88.8% |
| All | +2,186.8% | +105.2% | +2,081.6% | +1,350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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