+478.0%
RL vs SSNC
+998.3%
-520.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.2% | -3.3% | -0.8% | -2.7% |
| 30D | +4.3% | -1.3% | +5.5% | +4.6% |
| 3M | -4.6% | -2.3% | -2.3% | -4.0% |
| 6M | +1.7% | +12.6% | -10.9% | -4.7% |
| YTD | +7.3% | -10.1% | +17.5% | +10.4% |
| 1Y | +20.8% | -6.6% | +27.4% | +22.1% |
| 3Y | +247.0% | +54.0% | +193.0% | +179.6% |
| 5Y | +225.5% | +7.0% | +218.5% | +206.3% |
| 10Y | +363.0% | +176.7% | +186.3% | +206.3% |
| All | +478.0% | +998.3% | -520.2% | +131.4% |
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