+45.9%
ROK vs SSNC
+14.9%
+30.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -1.6% | -6.7% | +5.1% | +1.9% |
| 30D | -5.4% | -0.8% | -4.6% | -5.2% |
| 3M | -4.0% | +16.1% | -20.0% | -12.4% |
| 6M | +13.3% | +7.9% | +5.4% | +7.3% |
| YTD | +9.3% | -8.7% | +18.1% | +13.9% |
| 1Y | +25.8% | -9.5% | +35.3% | +31.4% |
| 3Y | +49.1% | +47.7% | +1.4% | +12.1% |
| 5Y | +45.9% | +17.6% | +28.2% | +19.9% |
| All | +45.9% | +14.9% | +30.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling