+2.0%
RDW vs SSNC
+25.9%
-23.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.7% |
| 7D | +0.9% | -4.0% | +4.9% | +3.9% |
| 30D | -21.3% | +0.5% | -21.8% | -22.2% |
| 3M | -37.9% | +18.9% | -56.8% | -48.4% |
| 6M | +12.3% | +10.8% | +1.4% | -1.8% |
| YTD | +39.7% | -7.1% | +46.9% | +44.9% |
| 1Y | +25.7% | -9.6% | +35.3% | +34.1% |
| 3Y | +230.8% | +51.1% | +179.8% | +127.9% |
| 5Y | -8.8% | +19.7% | -28.4% | -25.4% |
| All | +2.0% | +25.9% | -23.9% | -18.5% |
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