+17.7%
DBX vs SSNC
+67.4%
-49.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.3% | +2.3% | -5.6% | -4.4% |
| 30D | -5.9% | -3.1% | -2.8% | -4.6% |
| 3M | -6.7% | -2.7% | -3.9% | -5.5% |
| 6M | +28.0% | +23.7% | +4.3% | +14.0% |
| YTD | +20.6% | -8.0% | +28.6% | +24.8% |
| 1Y | +10.3% | -4.7% | +15.0% | +11.9% |
| 3Y | +24.0% | +58.0% | -33.9% | -5.7% |
| 5Y | +24.2% | +8.0% | +16.3% | +14.4% |
| All | +17.7% | +67.4% | -49.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling