+70.5%
DOCN vs SSNC
+23.8%
+46.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.2% |
| 7D | -19.2% | -3.3% | -15.8% | -16.6% |
| 30D | -43.1% | -1.3% | -41.8% | -43.3% |
| 3M | -40.7% | -2.3% | -38.4% | -41.1% |
| 6M | -55.0% | +12.6% | -67.6% | -62.5% |
| YTD | +50.6% | -10.1% | +60.7% | +57.6% |
| 1Y | +54.0% | -6.6% | +60.5% | +53.9% |
| 3Y | +203.9% | +54.0% | +149.9% | +63.5% |
| 5Y | -29.4% | +7.0% | -36.3% | -37.5% |
| All | +70.5% | +23.8% | +46.8% | +41.0% |
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