-7.0%
DASH vs SSNC
+6.8%
-13.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.6% |
| 7D | +0.4% | -3.3% | +3.7% | +3.7% |
| 30D | -6.0% | -1.3% | -4.8% | -5.4% |
| 3M | -15.8% | -2.3% | -13.4% | -14.4% |
| 6M | +7.0% | +12.6% | -5.7% | -6.2% |
| YTD | -20.7% | -10.1% | -10.6% | -13.6% |
| 1Y | -8.5% | -6.6% | -2.0% | -4.7% |
| 3Y | +101.8% | +54.0% | +47.8% | +9.7% |
| All | -7.0% | +6.8% | -13.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling