+54.6%
JD vs SSNC
+323.6%
-269.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | +5.2% | -2.5% | +7.7% | +6.4% |
| 30D | +4.5% | -2.7% | +7.2% | +5.5% |
| 3M | -15.4% | -0.8% | -14.6% | -15.6% |
| 6M | -6.0% | +15.5% | -21.5% | -13.5% |
| YTD | +2.2% | -8.8% | +11.0% | +4.5% |
| 1Y | -6.7% | -5.8% | -0.8% | -6.1% |
| 3Y | +20.5% | +55.7% | -35.2% | -7.8% |
| 5Y | -58.4% | +6.7% | -65.1% | -61.9% |
| 10Y | +32.5% | +184.0% | -151.6% | -27.0% |
| All | +54.6% | +323.6% | -269.0% | -37.9% |
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 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