+612.7%
DKS vs SSNC
+1,037.0%
-424.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -3.1% |
| 7D | -0.4% | -1.8% | +1.3% | +0.5% |
| 30D | -36.6% | +1.9% | -38.5% | -37.1% |
| 3M | -37.6% | +18.4% | -56.0% | -42.6% |
| 6M | -32.1% | +7.0% | -39.0% | -34.8% |
| YTD | -32.3% | -6.9% | -25.4% | -31.0% |
| 1Y | -39.5% | -8.2% | -31.3% | -38.0% |
| 3Y | +27.7% | +50.5% | -22.9% | +3.5% |
| 5Y | +15.0% | +17.4% | -2.4% | +4.0% |
| 10Y | +192.6% | +164.9% | +27.7% | +86.8% |
| All | +612.7% | +1,037.0% | -424.3% | +142.1% |
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