+395.5%
ENPH vs DG
+234.1%
+161.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -2.4% | +8.4% | -10.8% | -5.2% |
| 30D | -6.6% | +4.9% | -11.6% | -8.3% |
| 3M | -46.8% | +29.3% | -76.2% | -51.9% |
| 6M | -14.7% | -11.3% | -3.5% | -12.2% |
| YTD | +13.5% | +1.8% | +11.7% | +10.9% |
| 1Y | -0.4% | +25.3% | -25.7% | -10.6% |
| 3Y | -71.7% | +9.1% | -80.8% | -74.7% |
| 5Y | -79.1% | -34.9% | -44.2% | -77.7% |
| 10Y | +1,898.4% | +108.2% | +1,790.2% | +1,294.3% |
| All | +395.5% | +234.1% | +161.4% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling