+818.3%
DRI vs SSNC
+1,082.2%
-263.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | +0.6% | +0.6% | -0.1% | +0.3% |
| 30D | +3.8% | +6.0% | -2.2% | +1.2% |
| 3M | +13.0% | +21.0% | -8.0% | +3.5% |
| 6M | +8.3% | +12.1% | -3.8% | +2.1% |
| YTD | +20.6% | -3.2% | +23.9% | +20.4% |
| 1Y | +6.5% | -4.4% | +10.8% | +6.5% |
| 3Y | +53.7% | +51.6% | +2.1% | +23.8% |
| 5Y | +72.7% | +21.1% | +51.6% | +51.7% |
| 10Y | +363.2% | +177.7% | +185.5% | +206.3% |
| All | +818.3% | +1,082.2% | -263.9% | +317.7% |
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 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