-76.7%
ENPH vs DG
-39.4%
-37.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.7% |
| 7D | +1.5% | -6.3% | +7.8% | +3.2% |
| 30D | -12.9% | +2.4% | -15.3% | -13.6% |
| 3M | -27.1% | +12.4% | -39.5% | -30.0% |
| 6M | -15.4% | -14.9% | -0.5% | -12.4% |
| YTD | +15.0% | -6.1% | +21.1% | +15.5% |
| 1Y | -0.7% | +17.9% | -18.6% | -7.2% |
| 3Y | -69.3% | +3.1% | -72.5% | -71.6% |
| 5Y | -76.7% | -38.7% | -38.0% | -75.0% |
| All | -76.7% | -39.4% | -37.3% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling