+113.0%
DAL vs EQH
+82.5%
+30.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.9% |
| 7D | +1.4% | +5.1% | -3.7% | -2.1% |
| 30D | +9.1% | +4.7% | +4.4% | +5.7% |
| 3M | -3.5% | +7.2% | -10.7% | -8.5% |
| 6M | +23.4% | +38.9% | -15.5% | -4.1% |
| YTD | +26.0% | +19.2% | +6.9% | +8.7% |
| 1Y | +44.6% | +25.5% | +19.1% | +19.9% |
| 3Y | +162.7% | +125.2% | +37.5% | +38.7% |
| 5Y | +113.0% | +81.6% | +31.4% | +34.1% |
| All | +113.0% | +82.5% | +30.5% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling