+814.6%
ROP vs SSNC
+1,022.7%
-208.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | +30.1% | -1.9% | +32.0% | +30.9% |
| 3M | +19.9% | -0.2% | +20.0% | +19.9% |
| 6M | +46.0% | +19.4% | +26.6% | +35.9% |
| YTD | +8.4% | -8.1% | +16.5% | +11.5% |
| 1Y | +8.8% | -5.3% | +14.1% | +10.6% |
| 3Y | -5.6% | +56.9% | -62.6% | -21.6% |
| 5Y | +3.0% | +8.0% | -5.0% | -2.9% |
| 10Y | +184.0% | +183.6% | +0.4% | +82.1% |
| All | +814.6% | +1,022.7% | -208.1% | +231.4% |
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