-50.3%
DOCS vs SSNC
+23.4%
-73.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.8% |
| 7D | -1.4% | +0.6% | -2.1% | -1.9% |
| 30D | +21.8% | +6.0% | +15.8% | +15.7% |
| 3M | +27.3% | +21.0% | +6.3% | +6.9% |
| 6M | -0.3% | +12.1% | -12.4% | -10.6% |
| YTD | -40.5% | -3.2% | -37.3% | -39.5% |
| 1Y | -61.5% | -4.4% | -57.2% | -60.6% |
| 3Y | +8.2% | +51.6% | -43.4% | -28.0% |
| 5Y | -73.4% | +21.1% | -94.5% | -78.1% |
| All | -50.3% | +23.4% | -73.6% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling