-99.9%
RCAT vs SSNC
+1,022.7%
-1,122.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +7.2% | -0.2% | +7.4% | +7.4% |
| 30D | -20.4% | -1.9% | -18.5% | -20.1% |
| 3M | -59.8% | -0.2% | -59.6% | -60.0% |
| 6M | -61.9% | +19.4% | -81.3% | -65.4% |
| YTD | -45.9% | -8.1% | -37.8% | -45.1% |
| 1Y | -50.5% | -5.3% | -45.2% | -50.3% |
| 3Y | +387.5% | +56.9% | +330.6% | +312.8% |
| 5Y | +70.9% | +8.0% | +62.9% | +65.1% |
| 10Y | -99.7% | +183.6% | -283.3% | -99.8% |
| All | -99.9% | +1,022.7% | -1,122.6% | -99.9% |
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