+129.7%
ROP vs SSNC
+169.0%
-39.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -8.0% | -6.7% | -1.2% | -5.1% |
| 30D | -2.7% | -0.8% | -1.9% | -2.3% |
| 3M | +16.6% | +16.1% | +0.5% | +9.1% |
| 6M | +10.4% | +7.9% | +2.4% | +6.5% |
| YTD | -12.1% | -8.7% | -3.4% | -9.0% |
| 1Y | -23.6% | -9.5% | -14.1% | -20.8% |
| 3Y | -19.3% | +47.7% | -67.0% | -32.6% |
| 5Y | -15.4% | +17.6% | -33.0% | -23.6% |
| All | +129.7% | +169.0% | -39.2% | +54.4% |
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