+395.5%
ENPH vs RMD
+786.5%
-391.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -2.4% | -5.0% | +2.6% | +0.3% |
| 30D | -6.6% | +2.2% | -8.8% | -8.1% |
| 3M | -46.8% | +17.8% | -64.7% | -52.1% |
| 6M | -14.7% | -11.3% | -3.4% | -11.0% |
| YTD | +13.5% | -4.4% | +17.9% | +14.1% |
| 1Y | -0.4% | -15.7% | +15.3% | +7.0% |
| 3Y | -71.7% | +47.7% | -119.5% | -79.2% |
| 5Y | -79.1% | -19.2% | -59.9% | -78.4% |
| 10Y | +1,898.4% | +280.4% | +1,618.0% | +784.6% |
| All | +395.5% | +786.5% | -391.0% | +19.2% |
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