+545.2%
DLR vs SSNC
+1,021.7%
-476.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -6.3% | -0.6% | -5.7% | -6.5% |
| 6M | -4.8% | +19.9% | -24.7% | -10.0% |
| YTD | +21.0% | -8.2% | +29.2% | +22.4% |
| 1Y | +15.1% | -5.5% | +20.7% | +15.5% |
| 3Y | +56.0% | +56.8% | -0.8% | +34.6% |
| 5Y | +39.1% | +7.8% | +31.3% | +31.3% |
| 10Y | +193.3% | +183.3% | +9.9% | +109.7% |
| All | +545.2% | +1,021.7% | -476.5% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling