+23.1%
DBX vs SSNC
+66.1%
-43.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.6% |
| 7D | -1.8% | -6.7% | +4.9% | +1.9% |
| 30D | +2.8% | -0.8% | +3.7% | +3.4% |
| 3M | +26.8% | +16.1% | +10.7% | +17.0% |
| 6M | +32.8% | +7.9% | +24.8% | +27.2% |
| YTD | +26.1% | -8.7% | +34.8% | +31.3% |
| 1Y | +14.1% | -9.5% | +23.6% | +19.0% |
| 3Y | +25.7% | +47.7% | -21.9% | -0.7% |
| 5Y | +11.2% | +17.6% | -6.5% | -1.6% |
| All | +23.1% | +66.1% | -43.1% | -20.4% |
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