+59.9%
DDOG vs SSNC
+15.9%
+44.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.5% | +8.3% |
| 7D | +7.7% | -3.9% | +11.6% | +11.2% |
| 30D | -13.6% | -0.2% | -13.4% | -13.7% |
| 3M | -0.9% | +15.9% | -16.8% | -14.3% |
| 6M | +75.2% | +7.5% | +67.8% | +62.2% |
| YTD | +65.7% | -8.2% | +73.9% | +76.5% |
| 1Y | +60.4% | -9.3% | +69.7% | +71.2% |
| 3Y | +130.7% | +48.5% | +82.2% | +36.9% |
| 5Y | +59.9% | +16.0% | +43.9% | +40.7% |
| All | +59.9% | +15.9% | +44.0% | +40.7% |
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