+101.7%
DOCU vs SSNC
+74.5%
+27.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +0.6% |
| 30D | +10.8% | -2.6% | +13.5% | +12.6% |
| 3M | +38.0% | -0.6% | +38.6% | +38.5% |
| 6M | +77.4% | +19.9% | +57.5% | +55.7% |
| YTD | +17.2% | -8.2% | +25.4% | +24.5% |
| 1Y | +15.6% | -5.5% | +21.1% | +20.3% |
| 3Y | +95.6% | +56.8% | +38.8% | +40.6% |
| 5Y | -69.7% | +7.8% | -77.5% | -71.7% |
| All | +101.7% | +74.5% | +27.2% | +39.9% |
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 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