+617.4%
RVMD vs SSNC
+32.0%
+585.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +1.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.2% |
| 30D | +1.1% | +1.9% | -0.9% | -0.4% |
| 3M | +39.6% | +18.4% | +21.2% | +23.0% |
| 6M | +110.7% | +7.0% | +103.7% | +98.5% |
| YTD | +160.3% | -6.9% | +167.2% | +165.8% |
| 1Y | +404.9% | -8.2% | +413.1% | +418.7% |
| 3Y | +545.5% | +50.5% | +494.9% | +357.0% |
| 5Y | +584.7% | +17.4% | +567.3% | +470.8% |
| All | +617.4% | +32.0% | +585.4% | +382.8% |
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