+59.4%
RBLX vs SSNC
+49.3%
+10.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | +5.1% | -4.0% | +9.1% | +7.0% |
| 30D | +28.0% | +0.5% | +27.5% | +27.4% |
| 3M | +4.6% | +18.9% | -14.3% | -4.3% |
| 6M | -24.7% | +10.8% | -35.5% | -28.8% |
| YTD | -43.8% | -7.1% | -36.7% | -42.7% |
| 1Y | -65.8% | -9.6% | -56.2% | -64.6% |
| 3Y | +59.4% | +51.1% | +8.3% | +17.3% |
| All | +59.4% | +49.3% | +10.1% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling