-9.8%
ENPH vs DG
+31.9%
-41.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | -8.4% | +0.3% | -8.7% | -8.4% |
| 30D | -11.2% | +3.2% | -14.4% | -11.6% |
| 3M | -36.1% | +10.4% | -46.5% | -37.2% |
| 6M | -37.9% | +33.2% | -71.1% | -42.2% |
| YTD | -18.7% | +3.0% | -21.6% | -19.1% |
| 1Y | -9.8% | +31.2% | -41.0% | -17.0% |
| All | -9.8% | +31.9% | -41.7% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling