-77.2%
ENPH vs RMD
-22.9%
-54.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +3.4% | -4.7% | +8.1% | +5.5% |
| 30D | -10.3% | +0.2% | -10.5% | -10.5% |
| 3M | -31.4% | +12.0% | -43.4% | -35.9% |
| 6M | -10.1% | -12.5% | +2.4% | -5.5% |
| YTD | +14.6% | -7.9% | +22.5% | +18.0% |
| 1Y | -3.2% | -20.4% | +17.2% | +6.8% |
| 3Y | -69.5% | +53.1% | -122.6% | -78.1% |
| 5Y | -77.2% | -22.1% | -55.1% | -76.1% |
| All | -77.2% | -22.9% | -54.3% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling