+354.7%
RL vs SSNC
+170.8%
+183.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.2% | -4.5% | +4.7% | +2.7% |
| 30D | +7.3% | -3.9% | +11.2% | +9.3% |
| 3M | +1.0% | -1.3% | +2.4% | +1.2% |
| 6M | +11.8% | +14.1% | -2.4% | +2.4% |
| YTD | +13.6% | -9.9% | +23.5% | +17.4% |
| 1Y | +24.0% | -6.2% | +30.3% | +25.3% |
| 3Y | +256.6% | +56.1% | +200.5% | +168.6% |
| 5Y | +240.2% | +5.4% | +234.8% | +215.3% |
| All | +354.7% | +170.8% | +183.9% | +214.0% |
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