+390.4%
DDOG vs SSNC
+71.4%
+319.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | +2.9% | +2.3% | +0.6% | +1.3% |
| 30D | -31.6% | -3.1% | -28.5% | -30.7% |
| 3M | -27.0% | -2.7% | -24.2% | -26.5% |
| 6M | -10.3% | +23.7% | -34.0% | -24.9% |
| YTD | +35.4% | -8.0% | +43.5% | +40.6% |
| 1Y | -1.0% | -4.7% | +3.7% | 0.0% |
| 3Y | +76.7% | +58.0% | +18.7% | +17.0% |
| 5Y | -4.6% | +8.0% | -12.6% | -15.8% |
| All | +390.4% | +71.4% | +319.1% | +208.0% |
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 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