+1,243.0%
ENTG vs RCAT
-100.0%
+1,343.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | -1.0% |
| 7D | -9.3% | -5.6% | -3.7% | -9.3% |
| 30D | -16.4% | -27.0% | +10.7% | -16.3% |
| 3M | -3.8% | -57.9% | +54.1% | -3.6% |
| 6M | -6.9% | -59.4% | +52.5% | -6.7% |
| YTD | +65.0% | -46.9% | +111.9% | +65.2% |
| 1Y | +61.7% | -54.0% | +115.7% | +62.0% |
| 3Y | +46.6% | +378.4% | -331.8% | +45.9% |
| 5Y | -2.7% | +61.9% | -64.6% | -3.1% |
| 10Y | +743.3% | -99.6% | +842.9% | +732.2% |
| All | +1,243.0% | -100.0% | +1,343.0% | +1,113.4% |
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 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