+753.8%
ENPH vs DOCU
+80.0%
+673.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.1% |
| 7D | -2.4% | +6.9% | -9.3% | -4.7% |
| 30D | -6.6% | +19.0% | -25.6% | -12.5% |
| 3M | -46.8% | +34.3% | -81.1% | -52.6% |
| 6M | -14.7% | +48.0% | -62.8% | -28.2% |
| YTD | +13.5% | 0.0% | +13.5% | +9.6% |
| 1Y | -0.4% | -10.3% | +9.9% | -0.5% |
| 3Y | -71.7% | +32.4% | -104.1% | -77.9% |
| 5Y | -79.1% | -77.9% | -1.2% | -70.4% |
| All | +753.8% | +80.0% | +673.7% | +573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling