-2.6%
ENPH vs RVTY
+50.6%
-53.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.5% |
| 7D | -0.1% | -4.5% | +4.5% | +1.8% |
| 30D | -10.8% | +5.5% | -16.3% | -13.0% |
| 3M | -33.8% | +22.5% | -56.4% | -40.4% |
| 6M | -16.1% | +38.9% | -55.0% | -30.7% |
| YTD | +13.4% | +28.7% | -15.3% | -1.5% |
| 1Y | -2.6% | +45.5% | -48.1% | -19.3% |
| All | -2.6% | +50.6% | -53.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling