+90.3%
RIO vs SSNC
+7.5%
+82.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | -9.1% | -3.1% | -6.0% | -8.6% |
| 3M | -13.7% | -2.7% | -10.9% | -13.4% |
| 6M | -24.3% | +23.7% | -48.0% | -29.7% |
| YTD | +8.9% | -8.0% | +16.9% | +11.1% |
| 1Y | +22.7% | -4.7% | +27.4% | +23.4% |
| 3Y | +51.2% | +58.0% | -6.8% | +20.1% |
| All | +90.3% | +7.5% | +82.8% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling