+391.0%
DDOG vs SSNC
+71.2%
+319.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -35.8% | -1.9% | -33.9% | -35.6% |
| 3M | -25.3% | -0.2% | -25.1% | -26.2% |
| 6M | -8.9% | +19.4% | -28.3% | -21.8% |
| YTD | +35.6% | -8.1% | +43.7% | +40.8% |
| 1Y | -6.8% | -5.3% | -1.5% | -5.5% |
| 3Y | +77.9% | +56.9% | +21.0% | +18.4% |
| 5Y | -3.1% | +8.0% | -11.2% | -14.6% |
| All | +391.0% | +71.2% | +319.8% | +208.5% |
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