-69.8%
ENPH vs RVMD
+536.1%
-605.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +1.5% | -3.6% | +5.1% | +2.1% |
| 30D | -12.9% | -1.1% | -11.8% | -12.8% |
| 3M | -27.1% | +41.0% | -68.1% | -31.2% |
| 6M | -15.4% | +105.7% | -121.1% | -26.7% |
| YTD | +15.0% | +155.3% | -140.3% | -6.2% |
| 1Y | -0.7% | +402.7% | -403.4% | -31.4% |
| All | -69.8% | +536.1% | -605.9% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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