-5.9%
DASH vs SSNC
+18.8%
-24.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | -10.2% | -0.2% | -10.1% | -10.0% |
| 30D | -8.2% | -1.9% | -6.3% | -7.0% |
| 3M | -15.9% | -0.2% | -15.8% | -16.2% |
| 6M | +13.3% | +19.4% | -6.1% | -4.9% |
| YTD | -21.3% | -8.1% | -13.2% | -16.5% |
| 1Y | -11.1% | -5.3% | -5.9% | -8.6% |
| 3Y | +103.8% | +56.9% | +46.9% | +18.7% |
| 5Y | -21.6% | +8.0% | -29.6% | -32.5% |
| All | -5.9% | +18.8% | -24.8% | -21.1% |
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 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