+20.1%
ENTG vs RCAT
+192.8%
-172.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.2% |
| 7D | +8.9% | +5.4% | +3.5% | +8.3% |
| 30D | -7.2% | -5.6% | -1.6% | -6.8% |
| 3M | +6.4% | -30.2% | +36.6% | +10.2% |
| 6M | +25.7% | -43.4% | +69.1% | +30.8% |
| YTD | +67.9% | +9.6% | +58.2% | +61.4% |
| 1Y | +72.4% | -2.0% | +74.3% | +66.1% |
| 3Y | +48.4% | +825.0% | -776.6% | +12.2% |
| 5Y | +20.1% | +199.8% | -179.8% | -7.4% |
| All | +20.1% | +192.8% | -172.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling