+331.9%
RCL vs SSNC
+184.6%
+147.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | +2.3% | -3.5% | -2.9% |
| 30D | +17.8% | -3.1% | +21.0% | +20.2% |
| 3M | +4.9% | -2.7% | +7.7% | +6.3% |
| 6M | +23.7% | +23.7% | 0.0% | +2.1% |
| YTD | +17.8% | -8.0% | +25.9% | +21.7% |
| 1Y | +28.9% | -4.7% | +33.6% | +29.3% |
| 3Y | +241.9% | +58.0% | +183.9% | +121.6% |
| 5Y | +295.4% | +8.0% | +287.4% | +252.9% |
| All | +331.9% | +184.6% | +147.3% | +138.6% |
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