+348.5%
ROK vs SSNC
+173.6%
+174.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -1.2% | -4.0% | +2.8% | +0.8% |
| 30D | -4.8% | +0.5% | -5.3% | -5.2% |
| 3M | -6.1% | +18.9% | -25.0% | -15.5% |
| 6M | +15.5% | +10.8% | +4.7% | +7.4% |
| YTD | +11.2% | -7.1% | +18.3% | +13.2% |
| 1Y | +23.8% | -9.6% | +33.5% | +27.7% |
| 3Y | +53.1% | +51.1% | +2.1% | +17.9% |
| 5Y | +48.3% | +19.7% | +28.6% | +27.8% |
| All | +348.5% | +173.6% | +174.9% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling