+4.1%
DASH vs SSNC
+18.7%
-14.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.4% |
| 7D | -12.8% | -3.9% | -8.9% | -9.7% |
| 30D | -6.0% | -0.2% | -5.8% | -5.9% |
| 3M | +26.7% | +15.9% | +10.8% | +9.8% |
| 6M | +11.7% | +7.5% | +4.2% | +4.0% |
| YTD | -12.9% | -8.2% | -4.7% | -7.0% |
| 1Y | -23.1% | -9.3% | -13.8% | -17.3% |
| 3Y | +140.0% | +48.5% | +91.6% | +49.8% |
| 5Y | -5.1% | +16.0% | -21.1% | -20.4% |
| All | +4.1% | +18.7% | -14.6% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling