-4.7%
ROL vs SSNC
+18.8%
-23.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.4% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | -6.9% | +1.9% | -8.8% | -7.5% |
| 3M | -24.6% | +18.4% | -43.0% | -28.7% |
| 6M | -39.5% | +7.0% | -46.5% | -41.1% |
| YTD | -41.1% | -6.9% | -34.2% | -40.1% |
| 1Y | -37.9% | -8.2% | -29.8% | -36.7% |
| 3Y | +0.8% | +50.5% | -49.7% | -13.6% |
| 5Y | -4.7% | +17.4% | -22.1% | -10.6% |
| All | -4.7% | +18.8% | -23.4% | -10.6% |
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