+583.5%
RVMD vs SSNC
+14.9%
+568.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -3.6% | -6.7% | +3.2% | +0.4% |
| 30D | -1.1% | -0.8% | -0.3% | -0.8% |
| 3M | +41.0% | +16.1% | +25.0% | +26.7% |
| 6M | +105.7% | +7.9% | +97.7% | +93.5% |
| YTD | +155.3% | -8.7% | +164.0% | +165.3% |
| 1Y | +402.7% | -9.5% | +412.2% | +424.2% |
| 3Y | +533.1% | +47.7% | +485.4% | +343.8% |
| 5Y | +583.5% | +17.6% | +565.9% | +480.4% |
| All | +583.5% | +14.9% | +568.6% | +480.4% |
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 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