+880.8%
DRI vs SSNC
+1,000.8%
-120.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.1% | -4.5% | +7.6% | +5.1% |
| 30D | +16.2% | -3.9% | +20.1% | +18.0% |
| 3M | +8.4% | -1.3% | +9.7% | +8.7% |
| 6M | +19.0% | +14.1% | +4.9% | +11.3% |
| YTD | +28.8% | -9.9% | +38.7% | +32.3% |
| 1Y | +33.1% | -6.2% | +39.4% | +34.2% |
| 3Y | +70.8% | +56.1% | +14.7% | +35.5% |
| 5Y | +74.2% | +5.4% | +68.9% | +62.4% |
| 10Y | +345.5% | +172.3% | +173.2% | +199.7% |
| All | +880.8% | +1,000.8% | -120.0% | +359.0% |
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