+80.4%
DAL vs EQH
+252.0%
-171.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -1.0% |
| 7D | -1.1% | +6.5% | -7.6% | -5.5% |
| 30D | +12.8% | +6.1% | +6.8% | +8.2% |
| 3M | -5.3% | +6.2% | -11.5% | -9.7% |
| 6M | +22.4% | +38.1% | -15.7% | -4.8% |
| YTD | +25.6% | +20.2% | +5.4% | +7.2% |
| 1Y | +45.5% | +27.6% | +17.9% | +18.7% |
| 3Y | +161.0% | +128.8% | +32.2% | +35.2% |
| 5Y | +112.2% | +83.1% | +29.1% | +27.1% |
| All | +80.4% | +252.0% | -171.7% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling