-24.1%
RKT vs SSNC
+43.6%
-67.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -7.5% | +1.4% | -8.8% | -8.4% |
| 30D | +26.6% | -2.6% | +29.2% | +28.5% |
| 3M | -2.4% | -0.6% | -1.8% | -2.3% |
| 6M | -7.4% | +19.9% | -27.3% | -20.0% |
| YTD | -29.2% | -8.2% | -21.0% | -26.0% |
| 1Y | -23.5% | -5.5% | -18.0% | -21.9% |
| 3Y | +73.9% | +56.8% | +17.1% | +9.7% |
| 5Y | -6.6% | +7.8% | -14.4% | -23.5% |
| All | -24.1% | +43.6% | -67.7% | -57.3% |
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