+20.9%
JD vs SSNC
+54.1%
-33.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.9% | -4.5% | +12.4% | +9.1% |
| 30D | +4.8% | -3.9% | +8.6% | +5.6% |
| 3M | -13.9% | -1.3% | -12.6% | -13.9% |
| 6M | -5.8% | +14.1% | -20.0% | -9.7% |
| YTD | +2.4% | -9.9% | +12.3% | +6.1% |
| 1Y | -7.5% | -6.2% | -1.3% | -5.7% |
| 3Y | +20.9% | +56.1% | -35.2% | -14.9% |
| All | +20.9% | +54.1% | -33.2% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling