-71.5%
ENPH vs DOC
+20.8%
-92.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -6.6% | -4.8% | -1.9% | -4.2% |
| 3M | -46.8% | +6.9% | -53.7% | -49.7% |
| 6M | -14.7% | +20.7% | -35.5% | -26.3% |
| YTD | +13.5% | +34.1% | -20.7% | -9.6% |
| 1Y | -0.4% | +22.6% | -23.1% | -15.5% |
| All | -71.5% | +20.8% | -92.3% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling