+522.6%
DG vs SSNC
+1,023.6%
-501.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +3.2% | -3.1% | +6.3% | +4.0% |
| 3M | +10.4% | -2.7% | +13.2% | +11.1% |
| 6M | +33.2% | +23.7% | +9.5% | +27.1% |
| YTD | +3.0% | -8.0% | +11.0% | +4.3% |
| 1Y | +31.2% | -4.7% | +35.9% | +32.0% |
| 3Y | +21.8% | +58.0% | -36.2% | +8.7% |
| 5Y | -35.0% | +8.0% | -42.9% | -37.7% |
| 10Y | +106.0% | +183.8% | -77.8% | +55.4% |
| All | +522.6% | +1,023.6% | -501.0% | +241.5% |
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