+369.3%
RIO vs SSNC
+1,082.2%
-712.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | 0.0% | +0.6% | -0.7% | -0.3% |
| 30D | +4.0% | +6.0% | -2.1% | +1.4% |
| 3M | +0.1% | +21.0% | -20.8% | -8.4% |
| 6M | +12.7% | +12.1% | +0.6% | +6.0% |
| YTD | +35.6% | -3.2% | +38.8% | +34.9% |
| 1Y | +73.7% | -4.4% | +78.1% | +73.1% |
| 3Y | +93.3% | +51.6% | +41.7% | +54.2% |
| 5Y | +92.4% | +21.1% | +71.3% | +66.4% |
| 10Y | +606.9% | +177.7% | +429.3% | +288.2% |
| All | +369.3% | +1,082.2% | -712.9% | +5.7% |
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