+77.7%
RPRX vs SSNC
+47.5%
+30.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | +21.9% | -2.6% | +24.6% | +22.6% |
| 3M | +16.9% | -0.6% | +17.5% | +16.9% |
| 6M | +34.5% | +19.9% | +14.6% | +26.8% |
| YTD | +80.9% | -8.2% | +89.1% | +84.3% |
| 1Y | +77.6% | -5.5% | +83.1% | +79.1% |
| 3Y | +173.5% | +56.8% | +116.8% | +126.3% |
| 5Y | +84.9% | +7.8% | +77.1% | +74.4% |
| All | +77.7% | +47.5% | +30.1% | +38.3% |
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