+134.2%
RBRK vs SSNC
+35.9%
+98.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -3.8% |
| 7D | -7.5% | -4.0% | -3.5% | -4.8% |
| 30D | -10.4% | +0.5% | -10.9% | -10.6% |
| 3M | +21.3% | +18.9% | +2.3% | +6.1% |
| 6M | +50.6% | +10.8% | +39.8% | +39.6% |
| YTD | +13.3% | -7.1% | +20.4% | +18.8% |
| 1Y | +11.2% | -9.6% | +20.9% | +19.2% |
| All | +134.2% | +35.9% | +98.3% | +105.3% |
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 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