-9.7%
RKT vs SSNC
+14.9%
-24.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -7.2% | -6.7% | -0.5% | -2.2% |
| 30D | -7.9% | -0.8% | -7.1% | -7.2% |
| 3M | +5.2% | +16.1% | -10.9% | -6.6% |
| 6M | -14.9% | +7.9% | -22.9% | -20.3% |
| YTD | -31.9% | -8.7% | -23.2% | -27.8% |
| 1Y | -36.9% | -9.5% | -27.4% | -32.7% |
| 3Y | +35.7% | +47.7% | -11.9% | -13.0% |
| 5Y | -9.7% | +17.6% | -27.3% | -32.8% |
| All | -9.7% | +14.9% | -24.6% | -32.8% |
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