-99.8%
RCAT vs SSNC
+1,082.2%
-1,182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -1.4% | +0.6% | -2.1% | -1.7% |
| 30D | -3.3% | +6.0% | -9.4% | -5.8% |
| 3M | -43.2% | +21.0% | -64.2% | -48.4% |
| 6M | -43.2% | +12.1% | -55.3% | -46.6% |
| YTD | +5.5% | -3.2% | +8.8% | +5.5% |
| 1Y | -1.6% | -4.4% | +2.7% | -0.8% |
| 3Y | +773.7% | +51.6% | +722.1% | +650.8% |
| 5Y | +187.6% | +21.1% | +166.5% | +168.4% |
| 10Y | -98.5% | +177.7% | -276.1% | -98.7% |
| All | -99.8% | +1,082.2% | -1,182.0% | -99.8% |
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