-11.8%
ENTG vs RCAT
+46.9%
-58.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.6% | -16.1% | +0.2% |
| 7D | -17.1% | -12.7% | -4.4% | -15.7% |
| 30D | -23.0% | -34.3% | +11.3% | -18.9% |
| 3M | -10.2% | -53.4% | +43.2% | -1.9% |
| 6M | -17.8% | -62.0% | +44.2% | -8.7% |
| YTD | +52.4% | -49.1% | +101.4% | +59.9% |
| 1Y | +49.8% | -53.1% | +102.9% | +57.7% |
| 3Y | +42.1% | +318.7% | -276.5% | +13.2% |
| All | -11.8% | +46.9% | -58.7% | -25.2% |
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