+98.6%
DOCU vs SSNC
+72.2%
+26.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | -3.2% | -2.8% | -0.4% | -1.2% |
| 30D | +15.7% | +0.4% | +15.3% | +15.0% |
| 3M | +37.3% | -0.7% | +38.0% | +37.9% |
| 6M | +63.1% | +13.9% | +49.2% | +48.6% |
| YTD | +15.4% | -9.4% | +24.8% | +23.8% |
| 1Y | +11.3% | -7.4% | +18.7% | +17.5% |
| 3Y | +92.1% | +55.7% | +36.4% | +38.8% |
| 5Y | -70.5% | +7.8% | -78.3% | -72.4% |
| All | +98.6% | +72.2% | +26.5% | +39.1% |
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