Is the Democratic Convention always first? If so, why?

It seems to me that it is a distinct disadvantage to go first. The Democratic “bump” in the polls will almost immediately be swamped by McCain’s “bump.” The wishy-washy seem to be influenced most by the most recent fanfare. I wonder if anyone has looked at convention order and election results. Though not much could be made of that in the modern (post-television) political era.