+400.3%
ENPH vs DGX
+411.0%
-10.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +3.4% | -2.2% | +5.6% | +4.6% |
| 30D | -10.3% | -0.9% | -9.4% | -9.8% |
| 3M | -31.4% | +15.6% | -47.0% | -37.3% |
| 6M | -10.1% | +17.8% | -27.9% | -19.4% |
| YTD | +14.6% | +37.5% | -22.9% | -6.7% |
| 1Y | -3.2% | +31.2% | -34.4% | -19.4% |
| 3Y | -69.5% | +96.6% | -166.1% | -80.2% |
| 5Y | -77.2% | +64.9% | -142.2% | -84.0% |
| 10Y | +1,940.0% | +254.6% | +1,685.4% | +696.7% |
| All | +400.3% | +411.0% | -10.8% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling