+250.4%
RRX vs SSNC
+1,037.0%
-786.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +2.4% |
| 7D | +4.3% | -1.8% | +6.1% | +5.1% |
| 30D | -8.0% | +1.9% | -9.9% | -9.1% |
| 3M | -22.0% | +18.4% | -40.4% | -29.2% |
| 6M | -11.9% | +7.0% | -18.9% | -16.4% |
| YTD | +17.1% | -6.9% | +24.0% | +18.6% |
| 1Y | +14.9% | -8.2% | +23.1% | +17.0% |
| 3Y | +6.9% | +50.5% | -43.6% | -14.7% |
| 5Y | +19.6% | +17.4% | +2.2% | +7.1% |
| 10Y | +215.9% | +164.9% | +51.0% | +94.3% |
| All | +250.4% | +1,037.0% | -786.6% | +4.6% |
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