+246.9%
RL vs SSNC
+18.8%
+228.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +1.1% |
| 7D | +1.9% | -1.8% | +3.7% | +2.9% |
| 30D | -12.2% | +1.9% | -14.1% | -13.3% |
| 3M | -6.6% | +18.4% | -25.0% | -16.6% |
| 6M | +3.2% | +7.0% | -3.8% | -2.1% |
| YTD | -1.3% | -6.9% | +5.6% | +1.9% |
| 1Y | +13.6% | -8.2% | +21.8% | +18.2% |
| 3Y | +210.9% | +50.5% | +160.3% | +122.8% |
| 5Y | +246.9% | +17.4% | +229.5% | +210.3% |
| All | +246.9% | +18.8% | +228.1% | +210.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling