+420.1%
DE vs EQH
+234.7%
+185.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | +9.0% | +2.8% | +6.2% | +7.5% |
| 3M | +19.1% | +23.1% | -3.9% | +8.3% |
| 6M | +14.4% | +41.4% | -27.0% | -3.0% |
| YTD | +45.9% | +14.3% | +31.7% | +34.9% |
| 1Y | +43.6% | +1.6% | +42.0% | +39.2% |
| 3Y | +75.9% | +102.7% | -26.8% | +18.9% |
| 5Y | +98.8% | +104.5% | -5.8% | +29.1% |
| All | +420.1% | +234.7% | +185.4% | +147.9% |
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