+180.6%
RCL vs SSNC
+56.7%
+123.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | -19.0% | +6.0% | -25.0% | -21.8% |
| 3M | -9.6% | +21.0% | -30.5% | -19.4% |
| 6M | -6.7% | +12.1% | -18.8% | -12.8% |
| YTD | -3.9% | -3.2% | -0.7% | -1.5% |
| 1Y | -25.1% | -4.4% | -20.7% | -22.6% |
| All | +180.6% | +56.7% | +123.9% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling