+216.2%
RL vs SSNC
+56.7%
+159.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -7.8% | +6.0% | -13.8% | -10.2% |
| 3M | -4.0% | +21.0% | -25.0% | -12.5% |
| 6M | -1.9% | +12.1% | -14.0% | -7.2% |
| YTD | -0.2% | -3.2% | +3.1% | +2.3% |
| 1Y | +10.7% | -4.4% | +15.0% | +14.2% |
| All | +216.2% | +56.7% | +159.5% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling