+959.8%
ROK vs SSNC
+1,037.0%
-77.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.8% |
| 7D | +2.8% | -1.8% | +4.6% | +3.6% |
| 30D | -2.4% | +1.9% | -4.3% | -3.4% |
| 3M | -4.7% | +18.4% | -23.1% | -13.4% |
| 6M | +16.8% | +7.0% | +9.8% | +11.0% |
| YTD | +11.4% | -6.9% | +18.3% | +12.9% |
| 1Y | +26.2% | -8.2% | +34.3% | +28.5% |
| 3Y | +51.9% | +50.5% | +1.3% | +20.0% |
| 5Y | +46.4% | +17.4% | +29.0% | +29.5% |
| 10Y | +343.5% | +164.9% | +178.6% | +157.1% |
| All | +959.8% | +1,037.0% | -77.1% | +159.5% |
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