+395.5%
ENPH vs RVTY
+397.7%
-2.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -2.4% | +1.1% | -3.5% | -3.1% |
| 30D | -6.6% | +13.2% | -19.8% | -14.2% |
| 3M | -46.8% | +27.2% | -74.1% | -55.3% |
| 6M | -14.7% | +32.4% | -47.1% | -31.5% |
| YTD | +13.5% | +34.9% | -21.4% | -10.4% |
| 1Y | -0.4% | +52.4% | -52.8% | -28.3% |
| 3Y | -71.7% | +12.3% | -84.0% | -75.7% |
| 5Y | -79.1% | -30.8% | -48.3% | -75.5% |
| 10Y | +1,898.4% | +150.7% | +1,747.7% | +723.7% |
| All | +395.5% | +397.7% | -2.2% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling