+157.5%
RY vs SSNC
+54.4%
+103.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -0.9% | -3.3% | +2.4% | -0.1% |
| 30D | +5.9% | -1.3% | +7.1% | +6.0% |
| 3M | -4.3% | -2.3% | -2.0% | -4.0% |
| 6M | +12.1% | +12.6% | -0.5% | +8.1% |
| YTD | +20.3% | -10.1% | +30.4% | +24.1% |
| 1Y | +41.0% | -6.6% | +47.6% | +43.4% |
| 3Y | +157.5% | +54.0% | +103.6% | +107.2% |
| All | +157.5% | +54.4% | +103.1% | +107.2% |
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