-4.4%
DOC vs SSNC
+178.1%
-182.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -4.8% | +6.0% | -10.8% | -7.3% |
| 3M | +6.9% | +21.0% | -14.1% | -2.4% |
| 6M | +20.7% | +12.1% | +8.7% | +13.7% |
| YTD | +34.1% | -3.2% | +37.4% | +34.5% |
| 1Y | +22.6% | -4.4% | +27.0% | +23.4% |
| 3Y | +20.8% | +51.6% | -30.8% | -2.4% |
| 5Y | -24.9% | +21.1% | -46.0% | -34.2% |
| All | -4.4% | +178.1% | -182.5% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling