-31.1%
DOCN vs SSNC
+7.3%
-38.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.6% | -14.3% | -14.5% |
| 7D | -29.3% | -2.8% | -26.4% | -27.2% |
| 30D | -46.0% | +0.4% | -46.4% | -47.1% |
| 3M | -43.2% | -0.7% | -42.5% | -44.5% |
| 6M | -53.7% | +13.9% | -67.6% | -62.3% |
| YTD | +46.9% | -9.4% | +56.3% | +53.1% |
| 1Y | +54.3% | -7.4% | +61.7% | +56.1% |
| 3Y | +185.5% | +55.7% | +129.9% | +40.6% |
| 5Y | -31.1% | +7.8% | -38.9% | -33.2% |
| All | -31.1% | +7.3% | -38.4% | -33.2% |
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