+515.2%
DG vs SSNC
+1,082.2%
-567.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.7% |
| 7D | +8.4% | +0.6% | +7.8% | +8.2% |
| 30D | +4.9% | +6.0% | -1.1% | +3.6% |
| 3M | +29.3% | +21.0% | +8.4% | +23.9% |
| 6M | -11.3% | +12.1% | -23.4% | -13.6% |
| YTD | +1.8% | -3.2% | +5.0% | +1.9% |
| 1Y | +25.3% | -4.4% | +29.7% | +25.7% |
| 3Y | +9.1% | +51.6% | -42.5% | -1.8% |
| 5Y | -34.9% | +21.1% | -56.0% | -39.2% |
| 10Y | +108.2% | +177.7% | -69.5% | +57.4% |
| All | +515.2% | +1,082.2% | -567.0% | +233.5% |
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