+57.3%
DLR vs SSNC
+57.7%
-0.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +1.4% | +3.7% | +4.7% |
| 30D | +3.0% | -2.6% | +5.6% | +3.3% |
| 3M | -6.3% | -0.6% | -5.7% | -6.6% |
| 6M | -4.8% | +19.9% | -24.7% | -9.9% |
| YTD | +21.0% | -8.2% | +29.2% | +22.0% |
| 1Y | +15.1% | -5.5% | +20.7% | +15.1% |
| All | +57.3% | +57.7% | -0.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling