+677.8%
ROP vs SSNC
+1,082.2%
-404.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | -4.4% | +0.6% | -5.1% | -4.7% |
| 30D | +3.2% | +6.0% | -2.8% | +0.9% |
| 3M | +23.1% | +21.0% | +2.1% | +13.9% |
| 6M | +13.3% | +12.1% | +1.2% | +8.1% |
| YTD | -7.9% | -3.2% | -4.6% | -7.0% |
| 1Y | -22.1% | -4.4% | -17.7% | -21.1% |
| 3Y | -16.8% | +51.6% | -68.4% | -30.0% |
| 5Y | -13.5% | +21.1% | -34.6% | -21.9% |
| 10Y | +137.7% | +177.7% | -40.0% | +53.0% |
| All | +677.8% | +1,082.2% | -404.4% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling