+47.0%
RBA vs SSNC
+21.4%
+25.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.9% | +0.6% | -3.6% | -3.2% |
| 30D | -12.3% | +6.0% | -18.3% | -14.5% |
| 3M | -20.5% | +21.0% | -41.5% | -26.8% |
| 6M | -18.5% | +12.1% | -30.6% | -22.7% |
| YTD | -18.2% | -3.2% | -15.0% | -17.5% |
| 1Y | -27.5% | -4.4% | -23.1% | -26.6% |
| 3Y | +38.1% | +51.6% | -13.5% | +12.5% |
| All | +47.0% | +21.4% | +25.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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