+61.5%
DOC vs SSNC
+1,024.5%
-963.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.7% |
| 7D | +8.7% | -1.1% | +9.9% | +9.2% |
| 30D | +7.6% | +0.6% | +7.0% | +7.2% |
| 3M | -5.3% | -1.5% | -3.8% | -5.1% |
| 6M | +27.6% | +15.8% | +11.8% | +20.1% |
| YTD | +32.4% | -8.0% | +40.4% | +34.6% |
| 1Y | +22.9% | -5.8% | +28.7% | +23.8% |
| 3Y | +43.1% | +58.2% | -15.1% | +19.4% |
| 5Y | -21.4% | +9.5% | -30.9% | -26.5% |
| 10Y | +16.8% | +183.3% | -166.5% | -17.9% |
| All | +61.5% | +1,024.5% | -963.1% | -28.4% |
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