+159.7%
RY vs SSNC
+58.0%
+101.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.6% | +2.3% | -1.7% | 0.0% |
| 30D | +5.0% | -3.1% | +8.1% | +5.6% |
| 3M | -5.3% | -2.7% | -2.6% | -4.9% |
| 6M | +13.8% | +23.7% | -9.9% | +6.9% |
| YTD | +21.0% | -8.0% | +29.0% | +24.2% |
| 1Y | +40.5% | -4.7% | +45.2% | +42.3% |
| 3Y | +159.7% | +58.0% | +101.7% | +106.1% |
| All | +159.7% | +58.0% | +101.7% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling