+7.4%
DASH vs SSNC
+21.4%
-14.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -3.5% |
| 7D | -10.6% | +0.6% | -11.2% | -11.1% |
| 30D | +2.2% | +6.0% | -3.9% | -3.4% |
| 3M | +32.3% | +21.0% | +11.3% | +9.2% |
| 6M | +19.1% | +12.1% | +7.0% | +6.1% |
| YTD | -6.5% | -3.2% | -3.3% | -4.6% |
| 1Y | -14.9% | -4.4% | -10.5% | -12.6% |
| 3Y | +151.9% | +51.6% | +100.3% | +46.7% |
| All | +7.4% | +21.4% | -14.0% | -9.0% |
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 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