+185.3%
RNG vs SSNC
-3.9%
+189.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +1.5% |
| 7D | -9.6% | -1.1% | -8.4% | -8.6% |
| 30D | -1.4% | +0.6% | -2.0% | -5.0% |
| 3M | +28.8% | -1.5% | +30.2% | +27.4% |
| 6M | +65.6% | +15.8% | +49.8% | +36.9% |
| YTD | +171.4% | -8.0% | +179.3% | +166.1% |
| 1Y | +185.3% | -5.8% | +191.2% | +174.7% |
| All | +185.3% | -3.9% | +189.3% | +174.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling