+580.0%
ENPH vs DOCU
+107.7%
+472.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.0% | -6.2% | -7.5% |
| 7D | +12.0% | -3.2% | +15.2% | +13.3% |
| 30D | -14.6% | +15.7% | -30.3% | -19.2% |
| 3M | -25.6% | +37.3% | -62.9% | -34.2% |
| 6M | -19.6% | +63.1% | -82.7% | -34.3% |
| YTD | -9.6% | +15.4% | -25.0% | -17.6% |
| 1Y | -10.0% | +11.3% | -21.3% | -17.0% |
| 3Y | -64.2% | +92.1% | -156.2% | -76.0% |
| 5Y | -87.8% | -70.5% | -17.3% | -84.7% |
| All | +580.0% | +107.7% | +472.4% | +406.4% |
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