+117.6%
DT vs SSNC
+90.1%
+27.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.8% |
| 7D | -3.3% | +0.6% | -3.9% | -3.7% |
| 30D | +2.0% | +6.0% | -4.0% | -2.3% |
| 3M | +20.0% | +21.0% | -1.0% | +3.0% |
| 6M | +39.3% | +12.1% | +27.2% | +26.9% |
| YTD | +19.8% | -3.2% | +23.0% | +21.6% |
| 1Y | +4.3% | -4.4% | +8.6% | +6.4% |
| 3Y | +7.7% | +51.6% | -43.9% | -24.7% |
| 5Y | -26.8% | +21.1% | -47.9% | -39.1% |
| All | +117.6% | +90.1% | +27.5% | +29.5% |
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 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