+96.5%
ENB vs RCAT
-98.4%
+194.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.8% |
| 7D | -0.5% | +5.4% | -5.9% | -0.5% |
| 30D | -0.2% | -5.6% | +5.4% | -0.2% |
| 3M | -7.5% | -30.2% | +22.7% | -7.4% |
| 6M | -4.1% | -43.4% | +39.3% | -4.0% |
| YTD | +9.8% | +9.6% | +0.2% | +9.4% |
| 1Y | +8.7% | -2.0% | +10.7% | +8.3% |
| 3Y | +79.0% | +825.0% | -746.0% | +74.5% |
| 5Y | +69.1% | +199.8% | -130.7% | +65.2% |
| 10Y | +96.5% | -98.4% | +194.9% | +85.0% |
| All | +96.5% | -98.4% | +194.9% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling