+2,030.9%
ENB vs RCAT
-100.0%
+2,130.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.6% | -21.2% | -2.6% |
| 7D | -5.2% | -12.7% | +7.5% | -5.2% |
| 30D | +2.2% | -34.3% | +36.5% | +2.2% |
| 3M | -8.1% | -53.4% | +45.3% | -7.9% |
| 6M | -11.2% | -62.0% | +50.8% | -11.1% |
| YTD | +2.0% | -49.1% | +51.1% | +2.0% |
| 1Y | +4.1% | -53.1% | +57.2% | +4.1% |
| 3Y | +64.7% | +318.7% | -253.9% | +63.7% |
| 5Y | +46.6% | +48.5% | -1.9% | +45.8% |
| 10Y | +102.7% | -99.6% | +202.3% | +99.0% |
| All | +2,030.9% | -100.0% | +2,130.9% | +1,829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling