-71.5%
ENPH vs DOCU
+33.7%
-105.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.5% |
| 7D | -2.4% | +6.9% | -9.3% | -3.5% |
| 30D | -6.6% | +19.0% | -25.6% | -9.5% |
| 3M | -46.8% | +34.3% | -81.1% | -49.7% |
| 6M | -14.7% | +48.0% | -62.8% | -21.7% |
| YTD | +13.5% | 0.0% | +13.5% | +12.3% |
| 1Y | -0.4% | -10.3% | +9.9% | +0.4% |
| All | -71.5% | +33.7% | -105.2% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling