+1,865.9%
ENPH vs DOC
-2.1%
+1,868.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -6.6% | -4.8% | -1.9% | -4.3% |
| 3M | -46.8% | +6.9% | -53.7% | -49.3% |
| 6M | -14.7% | +20.7% | -35.5% | -24.9% |
| YTD | +13.5% | +34.1% | -20.7% | -5.8% |
| 1Y | -0.4% | +22.6% | -23.1% | -13.1% |
| 3Y | -71.7% | +20.8% | -92.6% | -75.4% |
| 5Y | -79.1% | -24.9% | -54.2% | -77.2% |
| All | +1,865.9% | -2.1% | +1,868.0% | +1,614.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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