-5.7%
RCAT vs SSNC
-9.3%
+3.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.1% |
| 7D | -2.3% | -3.9% | +1.6% | -1.2% |
| 30D | -18.7% | -0.2% | -18.5% | -18.8% |
| 3M | -29.3% | +15.9% | -45.2% | -32.8% |
| 6M | -42.3% | +7.5% | -49.8% | -41.9% |
| YTD | +2.5% | -8.2% | +10.7% | +23.5% |
| 1Y | -5.7% | -9.3% | +3.7% | +45.4% |
| All | -5.7% | -9.3% | +3.6% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling