+518.7%
RBA vs SSNC
+1,022.7%
-504.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +9.0% | -1.9% | +10.9% | +9.5% |
| 3M | +7.2% | -0.2% | +7.3% | +7.0% |
| 6M | -7.8% | +19.4% | -27.2% | -13.6% |
| YTD | -6.4% | -8.1% | +1.7% | -4.5% |
| 1Y | -4.2% | -5.3% | +1.1% | -3.3% |
| 3Y | +64.1% | +56.9% | +7.1% | +39.0% |
| 5Y | +48.4% | +8.0% | +40.4% | +40.4% |
| 10Y | +209.9% | +183.6% | +26.3% | +110.9% |
| All | +518.7% | +1,022.7% | -504.0% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling