+7.0%
DUOL vs SSNC
+14.6%
-7.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.3% |
| 7D | -7.0% | -4.0% | -2.9% | -3.9% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | +16.0% | +18.9% | -2.9% | +1.6% |
| 6M | +45.4% | +10.8% | +34.6% | +33.7% |
| YTD | -18.1% | -7.1% | -11.0% | -13.6% |
| 1Y | -53.6% | -9.6% | -43.9% | -49.9% |
| 3Y | -11.0% | +51.1% | -62.0% | -34.8% |
| 5Y | -17.1% | +19.7% | -36.8% | -24.0% |
| All | +7.0% | +14.6% | -7.6% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling