-17.9%
ROP vs SSNC
+51.8%
-69.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +1.0% | -0.8% |
| 7D | -5.4% | -1.8% | -3.6% | -4.5% |
| 30D | -1.6% | +1.9% | -3.5% | -2.6% |
| 3M | +18.8% | +18.4% | +0.5% | +8.7% |
| 6M | +8.2% | +7.0% | +1.2% | +3.9% |
| YTD | -10.5% | -6.9% | -3.5% | -8.5% |
| 1Y | -23.7% | -8.2% | -15.6% | -21.6% |
| 3Y | -17.9% | +50.5% | -68.4% | -32.2% |
| All | -17.9% | +51.8% | -69.7% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling