+13.7%
DOC vs SSNC
+174.1%
-160.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.4% |
| 7D | +6.2% | -2.8% | +9.1% | +7.5% |
| 30D | +6.5% | +0.4% | +6.1% | +6.0% |
| 3M | -6.2% | -0.7% | -5.5% | -6.4% |
| 6M | +25.6% | +13.9% | +11.7% | +17.2% |
| YTD | +32.1% | -9.4% | +41.5% | +35.8% |
| 1Y | +20.3% | -7.4% | +27.6% | +22.3% |
| 3Y | +42.7% | +55.7% | -12.9% | +13.4% |
| 5Y | -22.2% | +7.8% | -29.9% | -28.5% |
| All | +13.7% | +174.1% | -160.4% | -22.3% |
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