+22.3%
DBX vs SSNC
+76.1%
-53.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.8% |
| 7D | -2.4% | +0.6% | -3.1% | -2.7% |
| 30D | -0.5% | +6.0% | -6.5% | -3.4% |
| 3M | +28.1% | +21.0% | +7.1% | +15.6% |
| 6M | +33.1% | +12.1% | +21.0% | +25.0% |
| YTD | +25.3% | -3.2% | +28.5% | +26.5% |
| 1Y | +18.3% | -4.4% | +22.7% | +19.9% |
| 3Y | +25.0% | +51.6% | -26.6% | -2.6% |
| 5Y | +7.5% | +21.1% | -13.6% | -6.4% |
| All | +22.3% | +76.1% | -53.8% | -23.3% |
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