+62.5%
DRAM vs SSNC
+19.6%
+42.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -7.1% |
| 7D | -16.6% | -1.1% | -15.5% | -17.7% |
| 30D | -26.9% | +0.6% | -27.5% | -25.0% |
| 3M | -17.8% | -1.5% | -16.3% | -17.7% |
| 6M | +6.2% | +15.8% | -9.6% | +47.7% |
| All | +62.5% | +19.6% | +42.9% | +124.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling