+8.0%
ENB vs RCAT
-7.9%
+15.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | -1.1% | -18.7% | +17.6% | -1.3% |
| 3M | -8.5% | -29.3% | +20.8% | -8.6% |
| 6M | -4.5% | -42.3% | +37.8% | -4.7% |
| YTD | +9.1% | +2.5% | +6.6% | +9.3% |
| 1Y | +8.0% | -5.7% | +13.6% | +8.6% |
| All | +8.0% | -7.9% | +15.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling