-62.9%
ENPH vs DOC
+43.2%
-106.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -7.9% | -8.0% |
| 7D | +12.0% | +6.2% | +5.8% | +8.4% |
| 30D | -14.6% | +6.5% | -21.0% | -17.3% |
| 3M | -25.6% | -6.2% | -19.4% | -23.0% |
| 6M | -19.6% | +25.6% | -45.2% | -32.1% |
| YTD | -9.6% | +32.1% | -41.7% | -27.1% |
| 1Y | -10.0% | +20.3% | -30.3% | -22.4% |
| All | -62.9% | +43.2% | -106.1% | -75.6% |
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