-6.7%
JD vs SSNC
-5.1%
-1.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +5.2% | -2.5% | +7.7% | +5.5% |
| 30D | +4.5% | -2.7% | +7.2% | +4.8% |
| 3M | -15.4% | -0.8% | -14.6% | -15.4% |
| 6M | -6.0% | +15.5% | -21.5% | -7.4% |
| YTD | +2.2% | -8.8% | +11.0% | +5.2% |
| 1Y | -6.7% | -5.8% | -0.8% | -4.4% |
| All | -6.7% | -5.1% | -1.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling