-62.9%
ENPH vs DOCU
+91.1%
-154.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.0% | -6.2% | -7.9% |
| 7D | +12.0% | -3.2% | +15.2% | +12.5% |
| 30D | -14.6% | +15.7% | -30.3% | -16.5% |
| 3M | -25.6% | +37.3% | -62.9% | -29.4% |
| 6M | -19.6% | +63.1% | -82.7% | -26.4% |
| YTD | -9.6% | +15.4% | -25.0% | -12.6% |
| 1Y | -10.0% | +11.3% | -21.3% | -12.5% |
| All | -62.9% | +91.1% | -154.0% | -74.8% |
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