+34.4%
JD vs SSNC
+184.6%
-150.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -4.1% | +2.3% | -6.4% | -5.1% |
| 30D | +4.6% | -3.1% | +7.7% | +5.8% |
| 3M | -4.7% | -2.7% | -2.0% | -4.0% |
| 6M | -17.4% | +23.7% | -41.0% | -26.4% |
| YTD | +0.7% | -8.0% | +8.7% | +2.8% |
| 1Y | -5.9% | -4.7% | -1.2% | -5.7% |
| 3Y | +18.9% | +58.0% | -39.1% | -10.4% |
| 5Y | -62.9% | +8.0% | -70.9% | -66.4% |
| All | +34.4% | +184.6% | -150.3% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling