+284.7%
RNG vs SSNC
+369.3%
-84.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.2% |
| 7D | -4.1% | -3.9% | -0.2% | -1.1% |
| 30D | +8.6% | -0.2% | +8.8% | +9.0% |
| 3M | +78.0% | +15.9% | +62.0% | +62.0% |
| 6M | +67.0% | +7.5% | +59.6% | +60.7% |
| YTD | +142.4% | -8.2% | +150.6% | +160.6% |
| 1Y | +120.4% | -9.3% | +129.8% | +138.7% |
| 3Y | +122.1% | +48.5% | +73.7% | +71.3% |
| 5Y | -69.8% | +16.0% | -85.9% | -71.9% |
| 10Y | +223.4% | +169.2% | +54.2% | +73.0% |
| All | +284.7% | +369.3% | -84.6% | +48.6% |
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 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