+72.2%
DOCU vs SSNC
+83.9%
-11.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.5% |
| 7D | +6.9% | +0.6% | +6.3% | +6.3% |
| 30D | +19.0% | +6.0% | +13.0% | +14.2% |
| 3M | +34.3% | +21.0% | +13.3% | +17.2% |
| 6M | +48.0% | +12.1% | +35.9% | +36.3% |
| YTD | 0.0% | -3.2% | +3.2% | +2.5% |
| 1Y | -10.3% | -4.4% | -5.9% | -7.6% |
| 3Y | +32.4% | +51.6% | -19.2% | -2.5% |
| 5Y | -77.9% | +21.1% | -99.0% | -80.8% |
| All | +72.2% | +83.9% | -11.7% | +15.1% |
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