+304.8%
RL vs SSNC
+162.7%
+142.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -2.6% |
| 7D | -0.3% | -3.9% | +3.6% | +1.8% |
| 30D | -17.5% | -0.2% | -17.3% | -17.5% |
| 3M | -14.0% | +15.9% | -29.9% | -21.3% |
| 6M | -2.0% | +7.5% | -9.4% | -6.9% |
| YTD | -4.6% | -8.2% | +3.6% | -2.0% |
| 1Y | +9.5% | -9.3% | +18.8% | +13.1% |
| 3Y | +200.5% | +48.5% | +152.0% | +134.3% |
| 5Y | +226.3% | +16.0% | +210.2% | +189.4% |
| 10Y | +304.8% | +169.2% | +135.6% | +180.0% |
| All | +304.8% | +162.7% | +142.1% | +180.0% |
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