+568.3%
ENPH vs DOCU
+104.2%
+464.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.2% |
| 7D | +11.0% | -5.5% | +16.5% | +13.2% |
| 30D | -15.0% | +12.6% | -27.7% | -18.8% |
| 3M | -28.2% | +36.4% | -64.6% | -36.4% |
| 6M | -20.5% | +66.8% | -87.3% | -35.5% |
| YTD | -11.2% | +13.5% | -24.6% | -18.6% |
| 1Y | -8.7% | +11.3% | -20.0% | -15.8% |
| 3Y | -63.6% | +92.1% | -155.6% | -75.6% |
| 5Y | -88.0% | -71.0% | -17.0% | -84.9% |
| All | +568.3% | +104.2% | +464.1% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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