-22.2%
DOC vs SSNC
+7.3%
-29.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.5% |
| 7D | +6.2% | -2.8% | +9.1% | +7.6% |
| 30D | +6.5% | +0.4% | +6.1% | +5.9% |
| 3M | -6.2% | -0.7% | -5.5% | -6.4% |
| 6M | +25.6% | +13.9% | +11.7% | +16.5% |
| YTD | +32.1% | -9.4% | +41.5% | +37.0% |
| 1Y | +20.3% | -7.4% | +27.7% | +23.1% |
| 3Y | +42.7% | +55.6% | -12.9% | +7.5% |
| 5Y | -22.2% | +7.8% | -29.9% | -32.6% |
| All | -22.2% | +7.3% | -29.5% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling