+548.8%
ENPH vs DOCU
+104.4%
+444.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.8% | -4.9% |
| 7D | -9.1% | -3.4% | -5.8% | -8.0% |
| 30D | -15.8% | +9.3% | -25.0% | -18.6% |
| 3M | -32.5% | +30.2% | -62.7% | -39.2% |
| 6M | -24.2% | +62.1% | -86.3% | -37.9% |
| YTD | -13.8% | +13.5% | -27.3% | -21.0% |
| 1Y | -15.8% | +11.5% | -27.3% | -22.4% |
| 3Y | -64.6% | +89.5% | -154.1% | -76.1% |
| 5Y | -88.1% | -69.6% | -18.4% | -85.2% |
| All | +548.8% | +104.4% | +444.5% | +385.9% |
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