+255.2%
ENPH vs RMD
+832.5%
-577.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.8% |
| 7D | -8.4% | +2.1% | -10.5% | -9.4% |
| 30D | -11.2% | +2.1% | -13.3% | -12.4% |
| 3M | -36.1% | +6.2% | -42.3% | -38.5% |
| 6M | -37.9% | +19.4% | -57.3% | -45.1% |
| YTD | -18.7% | +0.5% | -19.2% | -20.8% |
| 1Y | -9.8% | -3.9% | -5.9% | -10.1% |
| 3Y | -66.8% | +72.5% | -139.4% | -77.6% |
| 5Y | -89.6% | -1.5% | -88.1% | -90.4% |
| 10Y | +2,186.8% | +345.8% | +1,841.1% | +824.4% |
| All | +255.2% | +832.5% | -577.3% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling