+331.2%
RCL vs SSNC
+169.0%
+162.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -2.5% | -6.7% | +4.3% | +2.9% |
| 30D | -15.7% | -0.8% | -14.9% | -15.3% |
| 3M | -3.6% | +16.1% | -19.7% | -15.3% |
| 6M | -8.7% | +7.9% | -16.6% | -15.4% |
| YTD | -6.2% | -8.7% | +2.5% | -1.8% |
| 1Y | -22.9% | -9.5% | -13.4% | -18.9% |
| 3Y | +173.6% | +47.7% | +125.9% | +90.1% |
| 5Y | +226.6% | +17.6% | +208.9% | +173.7% |
| All | +331.2% | +169.0% | +162.2% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling