+220.7%
ROL vs SSNC
+184.6%
+36.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.2% |
| 30D | +19.8% | -3.1% | +22.9% | +20.9% |
| 3M | +7.9% | -2.7% | +10.6% | +8.8% |
| 6M | -25.6% | +23.7% | -49.3% | -30.9% |
| YTD | -34.1% | -8.0% | -26.1% | -33.0% |
| 1Y | -31.4% | -4.7% | -26.7% | -31.0% |
| 3Y | +4.7% | +58.0% | -53.3% | -11.8% |
| 5Y | +15.6% | +8.0% | +7.6% | +9.1% |
| All | +220.7% | +184.6% | +36.1% | +132.1% |
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