+212.7%
ROL vs SSNC
+184.2%
+28.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.7% | +1.4% | -3.0% | -2.1% |
| 30D | +18.5% | -2.6% | +21.2% | +19.5% |
| 3M | +4.3% | -0.6% | +4.9% | +4.4% |
| 6M | -27.7% | +19.9% | -47.6% | -32.2% |
| YTD | -35.8% | -8.2% | -27.6% | -34.6% |
| 1Y | -34.1% | -5.5% | -28.5% | -33.5% |
| 3Y | +2.9% | +56.8% | -53.8% | -13.0% |
| 5Y | +12.7% | +7.8% | +4.9% | +6.4% |
| All | +212.7% | +184.2% | +28.5% | +126.4% |
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