+48.5%
RBA vs SSNC
+6.8%
+41.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +3.2% | -2.5% | +5.8% | +4.3% |
| 30D | +12.0% | -2.7% | +14.7% | +13.0% |
| 3M | +2.9% | -0.8% | +3.7% | +2.9% |
| 6M | -6.3% | +15.5% | -21.8% | -12.4% |
| YTD | -5.9% | -8.8% | +2.9% | -2.8% |
| 1Y | -3.9% | -5.8% | +1.9% | -2.3% |
| 3Y | +64.9% | +55.7% | +9.2% | +31.8% |
| 5Y | +48.5% | +6.7% | +41.8% | +44.3% |
| All | +48.5% | +6.8% | +41.6% | +44.3% |
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