-6.1%
ENPH vs RVMD
+634.9%
-641.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.0% | +7.2% |
| 7D | +9.3% | -1.2% | +10.5% | +9.7% |
| 30D | -7.3% | +1.1% | -8.3% | -7.7% |
| 3M | -31.7% | +39.6% | -71.4% | -38.9% |
| 6M | -3.5% | +110.7% | -114.2% | -27.7% |
| YTD | +21.2% | +160.3% | -139.1% | -18.2% |
| 1Y | +0.1% | +404.9% | -404.9% | -47.8% |
| 3Y | -67.7% | +545.5% | -613.2% | -86.2% |
| 5Y | -76.2% | +584.7% | -660.9% | -91.4% |
| All | -6.1% | +634.9% | -641.0% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling