-15.9%
ROP vs SSNC
+15.9%
-31.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.7% |
| 7D | -6.1% | -3.9% | -2.2% | -4.3% |
| 30D | -3.4% | -0.2% | -3.2% | -3.2% |
| 3M | +16.7% | +15.9% | +0.8% | +8.4% |
| 6M | +8.1% | +7.5% | +0.6% | +4.0% |
| YTD | -11.7% | -8.2% | -3.5% | -8.8% |
| 1Y | -24.2% | -9.3% | -14.9% | -21.5% |
| 3Y | -19.0% | +48.5% | -67.4% | -33.5% |
| 5Y | -15.9% | +16.0% | -31.9% | -25.0% |
| All | -15.9% | +15.9% | -31.8% | -25.0% |
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