-27.3%
DPZ vs SSNC
+5.6%
-32.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +3.7% | -4.5% | +8.2% | +5.5% |
| 30D | +8.0% | -3.9% | +11.9% | +9.5% |
| 3M | -4.2% | -1.3% | -2.9% | -3.9% |
| 6M | +4.6% | +14.1% | -9.6% | -1.3% |
| YTD | -18.4% | -9.9% | -8.5% | -15.9% |
| 1Y | -16.8% | -6.2% | -10.6% | -15.7% |
| 3Y | -5.0% | +56.1% | -61.1% | -24.1% |
| All | -27.3% | +5.6% | -32.9% | -30.5% |
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