-2.6%
ENPH vs DG
+19.2%
-21.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -0.1% | -6.5% | +6.4% | +0.9% |
| 30D | -10.8% | +4.2% | -15.0% | -11.6% |
| 3M | -33.8% | +9.5% | -43.3% | -35.6% |
| 6M | -16.1% | -13.1% | -3.0% | -12.6% |
| YTD | +13.4% | -4.8% | +18.3% | +14.0% |
| 1Y | -2.6% | +20.6% | -23.2% | -10.3% |
| All | -2.6% | +19.2% | -21.7% | -10.3% |
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