-27.0%
RKT vs SSNC
+42.8%
-69.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -7.2% | -6.7% | -0.5% | -2.4% |
| 30D | -7.9% | -0.8% | -7.1% | -7.2% |
| 3M | +5.2% | +16.1% | -10.9% | -6.3% |
| 6M | -14.9% | +7.9% | -22.9% | -20.2% |
| YTD | -31.9% | -8.7% | -23.2% | -28.2% |
| 1Y | -36.9% | -9.5% | -27.4% | -33.0% |
| 3Y | +35.7% | +47.7% | -11.9% | -9.1% |
| 5Y | -9.7% | +17.6% | -27.3% | -29.4% |
| All | -27.0% | +42.8% | -69.8% | -58.5% |
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