+558.0%
DLR vs SSNC
+1,082.2%
-524.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +1.6% | +0.6% | +0.9% | +1.4% |
| 30D | -3.4% | +6.0% | -9.4% | -5.0% |
| 3M | +0.5% | +21.0% | -20.5% | -4.9% |
| 6M | +4.6% | +12.1% | -7.5% | +0.8% |
| YTD | +23.4% | -3.2% | +26.6% | +23.5% |
| 1Y | +19.0% | -4.4% | +23.4% | +19.3% |
| 3Y | +56.5% | +51.6% | +4.9% | +36.8% |
| 5Y | +33.3% | +21.1% | +12.2% | +22.4% |
| 10Y | +165.1% | +177.7% | -12.5% | +90.7% |
| All | +558.0% | +1,082.2% | -524.2% | +207.2% |
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