-78.4%
ENPH vs DOC
-24.5%
-53.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.5% |
| 30D | -6.6% | -4.8% | -1.9% | -4.1% |
| 3M | -46.8% | +6.9% | -53.7% | -49.7% |
| 6M | -14.7% | +20.7% | -35.5% | -26.4% |
| YTD | +13.5% | +34.1% | -20.7% | -9.2% |
| 1Y | -0.4% | +22.6% | -23.1% | -15.4% |
| 3Y | -71.7% | +20.8% | -92.6% | -76.7% |
| All | -78.4% | -24.5% | -53.9% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling