+881.1%
RCL vs SSNC
+1,037.0%
-155.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +2.3% |
| 7D | -0.5% | -1.8% | +1.3% | +0.6% |
| 30D | -17.3% | +1.9% | -19.3% | -18.5% |
| 3M | -2.8% | +18.4% | -21.1% | -14.1% |
| 6M | -4.4% | +7.0% | -11.4% | -9.9% |
| YTD | -4.2% | -6.9% | +2.8% | -1.7% |
| 1Y | -23.4% | -8.2% | -15.2% | -20.7% |
| 3Y | +179.4% | +50.5% | +128.9% | +104.8% |
| 5Y | +238.8% | +17.4% | +221.4% | +195.6% |
| 10Y | +350.2% | +164.9% | +185.3% | +149.2% |
| All | +881.1% | +1,037.0% | -155.9% | +100.1% |
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