-27.5%
DOCN vs SSNC
+7.5%
-35.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.3% |
| 7D | +19.1% | +2.3% | +16.8% | +16.8% |
| 30D | -21.0% | -3.1% | -17.9% | -19.7% |
| 3M | -34.7% | -2.7% | -32.0% | -34.8% |
| 6M | -45.8% | +23.7% | -69.5% | -59.4% |
| YTD | +79.4% | -8.0% | +87.4% | +84.6% |
| 1Y | +91.0% | -4.7% | +95.7% | +87.7% |
| 3Y | +237.5% | +58.0% | +179.5% | +64.4% |
| All | -27.5% | +7.5% | -35.0% | -28.7% |
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