+54.3%
JD vs SSNC
+349.5%
-295.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.4% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -13.2% | +6.0% | -19.2% | -15.6% |
| 3M | -3.2% | +21.0% | -24.2% | -12.1% |
| 6M | +15.2% | +12.1% | +3.1% | +7.8% |
| YTD | +2.0% | -3.2% | +5.2% | +1.9% |
| 1Y | -5.4% | -4.4% | -1.0% | -5.2% |
| 3Y | -9.1% | +51.6% | -60.7% | -29.0% |
| 5Y | -59.6% | +21.1% | -80.7% | -65.1% |
| 10Y | +26.2% | +177.7% | -151.4% | -29.5% |
| All | +54.3% | +349.5% | -295.2% | -39.4% |
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 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