+105.1%
DOCN vs SSNC
+26.5%
+78.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +8.9% |
| 7D | +3.7% | -0.2% | +3.9% | +4.2% |
| 30D | -33.7% | -1.9% | -31.8% | -33.4% |
| 3M | -27.9% | -0.2% | -27.7% | -29.6% |
| 6M | -46.4% | +19.4% | -65.8% | -57.7% |
| YTD | +81.1% | -8.1% | +89.2% | +86.2% |
| 1Y | +74.3% | -5.3% | +79.6% | +72.9% |
| 3Y | +245.8% | +56.9% | +188.9% | +83.2% |
| 5Y | -23.7% | +8.0% | -31.8% | -33.7% |
| All | +105.1% | +26.5% | +78.5% | +66.5% |
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