+63.1%
DAL vs EQH
+230.1%
-166.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.4% |
| 7D | -0.6% | -1.8% | +1.1% | +0.6% |
| 30D | -13.5% | +2.4% | -15.9% | -15.1% |
| 3M | +2.6% | +26.3% | -23.7% | -14.6% |
| 6M | +32.7% | +35.8% | -3.1% | +3.7% |
| YTD | +13.6% | +12.7% | +1.0% | +1.8% |
| 1Y | +28.8% | +2.5% | +26.4% | +22.9% |
| 3Y | +98.2% | +98.6% | -0.5% | +13.7% |
| 5Y | +105.9% | +101.7% | +4.2% | +14.3% |
| All | +63.1% | +230.1% | -166.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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