+176.5%
DLR vs SSNC
+173.6%
+2.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.3% |
| 30D | -4.3% | +0.5% | -4.8% | -4.5% |
| 3M | +3.8% | +18.9% | -15.1% | -1.8% |
| 6M | +5.8% | +10.8% | -5.0% | +2.0% |
| YTD | +23.5% | -7.1% | +30.7% | +25.1% |
| 1Y | +11.1% | -9.6% | +20.7% | +13.3% |
| 3Y | +57.9% | +51.1% | +6.8% | +35.5% |
| 5Y | +44.0% | +19.7% | +24.3% | +30.5% |
| All | +176.5% | +173.6% | +2.9% | +97.5% |
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 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