-32.9%
DOCN vs SSNC
+6.2%
-39.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.8% | +7.8% |
| 7D | -12.8% | -4.5% | -8.3% | -9.0% |
| 30D | -41.9% | -3.9% | -38.0% | -40.7% |
| 3M | -36.9% | -1.3% | -35.6% | -38.0% |
| 6M | -52.2% | +14.1% | -66.4% | -61.1% |
| YTD | +62.7% | -9.9% | +72.6% | +70.4% |
| 1Y | +58.2% | -6.2% | +64.5% | +57.5% |
| 3Y | +219.5% | +56.1% | +163.4% | +56.6% |
| 5Y | -32.9% | +5.4% | -38.2% | -31.9% |
| All | -32.9% | +6.2% | -39.1% | -31.9% |
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