-23.6%
RKT vs SSNC
+45.6%
-69.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | +1.0% |
| 7D | +6.0% | -1.8% | +7.8% | +7.4% |
| 30D | +0.7% | +1.9% | -1.3% | -0.6% |
| 3M | +11.8% | +18.4% | -6.6% | -1.8% |
| 6M | -7.6% | +7.0% | -14.6% | -12.8% |
| YTD | -28.7% | -6.9% | -21.7% | -25.9% |
| 1Y | -32.6% | -8.2% | -24.4% | -29.1% |
| 3Y | +42.1% | +50.5% | -8.4% | -6.2% |
| 5Y | -7.2% | +17.4% | -24.5% | -27.6% |
| All | -23.6% | +45.6% | -69.1% | -57.2% |
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