+467.1%
DDOG vs SSNC
+80.3%
+386.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | 0.0% |
| 7D | -10.1% | +0.6% | -10.8% | -10.6% |
| 30D | -24.8% | +6.0% | -30.8% | -28.0% |
| 3M | -12.6% | +21.0% | -33.6% | -24.7% |
| 6M | +79.9% | +12.1% | +67.9% | +64.0% |
| YTD | +56.6% | -3.2% | +59.8% | +58.7% |
| 1Y | +61.6% | -4.4% | +65.9% | +63.9% |
| 3Y | +117.9% | +51.6% | +66.3% | +51.5% |
| 5Y | +54.2% | +21.1% | +33.1% | +28.3% |
| All | +467.1% | +80.3% | +386.7% | +247.6% |
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