-66.8%
ENPH vs RMD
+69.3%
-136.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | -8.4% | +2.1% | -10.5% | -9.0% |
| 30D | -11.2% | +2.1% | -13.3% | -11.8% |
| 3M | -36.1% | +6.2% | -42.3% | -37.4% |
| 6M | -37.9% | +19.4% | -57.3% | -42.0% |
| YTD | -18.7% | +0.5% | -19.2% | -18.2% |
| 1Y | -9.8% | -3.9% | -5.9% | -8.0% |
| 3Y | -66.8% | +72.5% | -139.4% | -77.8% |
| All | -66.8% | +69.3% | -136.2% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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