+640.6%
ENPH vs DOCU
+111.8%
+528.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +26.3% | -3.7% | +30.0% | +27.8% |
| 30D | -5.7% | +15.0% | -20.6% | -10.6% |
| 3M | -24.5% | +39.9% | -64.4% | -33.7% |
| 6M | -3.0% | +66.2% | -69.2% | -21.3% |
| YTD | -1.6% | +17.7% | -19.3% | -10.9% |
| 1Y | +8.8% | +13.7% | -4.9% | -0.5% |
| 3Y | -61.0% | +95.9% | -156.9% | -74.0% |
| 5Y | -87.0% | -71.7% | -15.3% | -83.4% |
| All | +640.6% | +111.8% | +528.8% | +447.5% |
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