+122.3%
RNG vs SSNC
+46.7%
+75.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | -9.6% | -6.7% | -2.8% | -2.6% |
| 30D | +8.8% | -0.8% | +9.6% | +10.0% |
| 3M | +78.6% | +16.1% | +62.6% | +55.6% |
| 6M | +70.3% | +7.9% | +62.3% | +58.6% |
| YTD | +140.3% | -8.7% | +149.0% | +160.3% |
| 1Y | +126.6% | -9.5% | +136.1% | +146.9% |
| All | +122.3% | +46.7% | +75.5% | +24.6% |
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