+440.2%
RBA vs SSNC
+1,082.2%
-642.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -2.9% | +0.6% | -3.6% | -3.1% |
| 30D | -12.3% | +6.0% | -18.3% | -14.1% |
| 3M | -20.5% | +21.0% | -41.5% | -25.7% |
| 6M | -18.5% | +12.1% | -30.6% | -22.1% |
| YTD | -18.2% | -3.2% | -15.0% | -17.9% |
| 1Y | -27.5% | -4.4% | -23.1% | -27.0% |
| 3Y | +38.1% | +51.6% | -13.5% | +18.3% |
| 5Y | +44.8% | +21.1% | +23.7% | +32.1% |
| 10Y | +187.1% | +177.7% | +9.4% | +96.1% |
| All | +440.2% | +1,082.2% | -642.0% | +125.8% |
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