-24.1%
RKT vs SSNC
+43.8%
-68.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.0% | +2.3% | -11.3% | -10.5% |
| 30D | +30.2% | -3.1% | +33.3% | +32.6% |
| 3M | -8.8% | -2.7% | -6.1% | -7.4% |
| 6M | -0.9% | +23.7% | -24.6% | -16.5% |
| YTD | -29.2% | -8.0% | -21.2% | -26.1% |
| 1Y | -20.1% | -4.7% | -15.4% | -19.0% |
| 3Y | +81.3% | +58.0% | +23.3% | +13.6% |
| 5Y | -6.6% | +8.0% | -14.6% | -23.6% |
| All | -24.1% | +43.8% | -68.0% | -57.4% |
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 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