D.A.G.R grows with you—not the other way around.
Launch with quantitative finance & risk, then expand across revenue, operations, supply chain, ESG, and more.
Risk & Quant Finance
Institutional-grade analytics for portfolio, risk, and investment committees.
- Performance & exposures
- Stress testing workbench
- Attribution with explainability
- Governance + IC reporting
Revenue Analytics
Pipeline and ARR visibility for GTM teams balancing growth with efficiency.
- Cohort & funnel diagnostics
- Predictive bookings models
- Pricing & discount guardrails
- Board-ready reporting packs
Sales & Funnel Pack
End-to-end sales analytics from lead to close with conversion insights.
- Lead scoring and qualification
- Conversion funnel analysis
- Sales velocity and cycle time
- Win/loss analysis
HR Analytics
Workforce insights for talent acquisition, retention, and productivity.
- Recruitment funnel and time-to-hire
- Employee retention and turnover analysis
- Performance and productivity metrics
- Compensation and equity analysis
Operations & Workforce
Cross-functional dashboards that unify workforce, supply chain, and sustainability data.
- Supplier & spend intelligence
- Workforce productivity views
- Exception routing and approvals
- Operational efficiency metrics
ESG & Compliance
Environmental, social, and governance tracking with compliance reporting.
- Scope 1-3 emissions tracking
- Sustainability metrics and reporting
- Compliance monitoring and alerts
- Regulatory reporting automation
Supply Chain & Procurement
End-to-end supply chain visibility from sourcing to delivery.
- Supplier performance and risk
- Inventory optimization
- Demand forecasting
- Procurement analytics
Institutional-grade analytics for modern finance teams.
Designed for portfolio managers, CIOs, risk leads, and investment committees that demand trustworthy numbers.
Consolidate holdings, benchmarks, FX, and macro series
Compute HPR, CAGR, TWRR, IRR/XIRR at any rollup
Volatility, drawdown, and tracking error diagnostics
Style & macro factor exposures with decomposition
Replay 2008, COVID, or custom macro shocks
Selection, allocation, interaction and style-factor views
Fixed income attribution across curve, spread, roll, FX