+1,919.4%
ENPH vs DGX
+255.3%
+1,664.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | -10.8% | -1.2% | -9.7% | -10.3% |
| 3M | -33.8% | +15.8% | -49.6% | -39.1% |
| 6M | -16.1% | +18.2% | -34.3% | -24.1% |
| YTD | +13.4% | +37.2% | -23.8% | -5.9% |
| 1Y | -2.6% | +30.4% | -33.0% | -17.4% |
| 3Y | -70.3% | +96.7% | -167.0% | -80.0% |
| 5Y | -77.0% | +67.2% | -144.2% | -83.4% |
| All | +1,919.4% | +255.3% | +1,664.1% | +661.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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