+91.5%
RIO vs SSNC
+19.2%
+72.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | +0.9% | +0.5% | +0.4% | +0.7% |
| 3M | -1.4% | +18.9% | -20.4% | -6.7% |
| 6M | +10.9% | +10.8% | +0.1% | +7.0% |
| YTD | +31.2% | -7.1% | +38.4% | +34.0% |
| 1Y | +67.9% | -9.6% | +77.5% | +72.9% |
| 3Y | +88.8% | +51.1% | +37.7% | +54.4% |
| All | +91.5% | +19.2% | +72.3% | +57.9% |
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