+67.2%
DAL vs EQH
+232.3%
-165.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.6% |
| 7D | +0.1% | +5.5% | -5.4% | -3.8% |
| 30D | -13.9% | +3.2% | -17.2% | -16.2% |
| 3M | +1.1% | +32.5% | -31.5% | -18.8% |
| 6M | +26.2% | +33.7% | -7.5% | -0.1% |
| YTD | +16.4% | +13.4% | +3.0% | +3.8% |
| 1Y | +33.9% | +0.6% | +33.3% | +29.5% |
| 3Y | +93.4% | +95.1% | -1.8% | +12.4% |
| 5Y | +106.4% | +92.7% | +13.7% | +18.5% |
| All | +67.2% | +232.3% | -165.1% | -39.5% |
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