+157.5%
RY vs SSNC
+52.6%
+104.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | -0.3% | +6.0% | -6.4% | -1.9% |
| 3M | +8.7% | +21.0% | -12.3% | +2.8% |
| 6M | +28.5% | +12.1% | +16.4% | +24.4% |
| YTD | +25.1% | -3.2% | +28.3% | +27.2% |
| 1Y | +46.3% | -4.4% | +50.7% | +49.4% |
| All | +157.5% | +52.6% | +104.9% | +102.2% |
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