-71.7%
DOCU vs SSNC
+6.8%
-78.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.9% |
| 7D | -5.5% | -3.3% | -2.2% | -2.2% |
| 30D | +12.6% | -1.3% | +13.9% | +13.3% |
| 3M | +36.4% | -2.3% | +38.7% | +39.0% |
| 6M | +66.8% | +12.6% | +54.2% | +46.1% |
| YTD | +13.5% | -10.1% | +23.6% | +26.2% |
| 1Y | +11.3% | -6.6% | +17.9% | +18.5% |
| 3Y | +92.1% | +54.0% | +38.1% | +3.5% |
| All | -71.7% | +6.8% | -78.5% | -73.3% |
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