+584.5%
RIO vs SSNC
+173.6%
+410.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -3.2% | -4.0% | +0.8% | -1.8% |
| 30D | +0.9% | +0.5% | +0.4% | +0.6% |
| 3M | -1.4% | +18.9% | -20.4% | -8.4% |
| 6M | +10.9% | +10.8% | +0.1% | +5.5% |
| YTD | +31.2% | -7.1% | +38.4% | +33.0% |
| 1Y | +67.9% | -9.6% | +77.5% | +71.6% |
| 3Y | +88.8% | +51.1% | +37.7% | +52.7% |
| 5Y | +93.1% | +19.7% | +73.5% | +69.0% |
| All | +584.5% | +173.6% | +410.9% | +327.1% |
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 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