+98.3%
ENB vs RCAT
-99.6%
+197.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.4% | -10.3% | +1.0% |
| 7D | -3.7% | +1.1% | -4.8% | -3.7% |
| 30D | +1.7% | -22.0% | +23.7% | +1.8% |
| 3M | -6.3% | -51.1% | +44.8% | -6.0% |
| 6M | -9.2% | -56.6% | +47.4% | -8.9% |
| YTD | +3.1% | -43.3% | +46.4% | +3.1% |
| 1Y | +3.4% | -51.5% | +54.9% | +3.4% |
| 3Y | +68.9% | +411.4% | -342.4% | +65.2% |
| 5Y | +51.7% | +74.4% | -22.7% | +48.8% |
| 10Y | +98.3% | -99.6% | +197.9% | +94.1% |
| All | +98.3% | -99.6% | +197.9% | +94.1% |
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