-12.1%
DASH vs SSNC
-5.1%
-7.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | +2.3% | -6.8% | -5.9% |
| 30D | -6.8% | -3.1% | -3.7% | -5.2% |
| 3M | -20.7% | -2.7% | -17.9% | -19.5% |
| 6M | +15.1% | +23.7% | -8.6% | +0.2% |
| YTD | -24.3% | -8.0% | -16.2% | -25.7% |
| 1Y | -12.1% | -4.7% | -7.4% | -12.0% |
| All | -12.1% | -5.1% | -7.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling