-77.3%
ENPH vs DOV
+14.8%
-92.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.1% |
| 7D | -0.1% | -2.0% | +1.9% | +1.7% |
| 30D | -10.8% | -8.9% | -1.9% | -3.6% |
| 3M | -33.8% | -13.3% | -20.6% | -25.7% |
| 6M | -16.1% | -9.7% | -6.5% | -9.2% |
| YTD | +13.4% | -2.5% | +15.9% | +16.8% |
| 1Y | -2.6% | +7.2% | -9.8% | -7.5% |
| 3Y | -70.3% | +39.4% | -109.7% | -79.0% |
| All | -77.3% | +14.8% | -92.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 5y: compounded portfolio wealth divided by compounded DOV 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…
5y analysis · Full analysis span regression · 6 months rolling