+73.7%
RIO vs SSNC
-3.0%
+76.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.3% |
| 7D | 0.0% | +0.6% | -0.7% | 0.0% |
| 30D | +4.0% | +6.0% | -2.1% | +4.6% |
| 3M | +0.1% | +21.0% | -20.8% | +2.2% |
| 6M | +12.7% | +12.1% | +0.6% | +14.2% |
| YTD | +35.6% | -3.2% | +38.8% | +36.4% |
| 1Y | +73.7% | -4.4% | +78.1% | +75.4% |
| All | +73.7% | -3.0% | +76.7% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling