+455.9%
DECK vs EQH
+247.7%
+208.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -0.9% | +1.8% |
| 7D | +6.4% | +2.1% | +4.3% | +5.3% |
| 30D | +9.1% | +4.7% | +4.4% | +6.7% |
| 3M | -7.2% | +7.6% | -14.8% | -10.6% |
| 6M | -9.9% | +31.9% | -41.8% | -21.5% |
| YTD | -12.8% | +18.7% | -31.5% | -20.8% |
| 1Y | +10.6% | +25.7% | -15.1% | -2.4% |
| 3Y | -13.8% | +129.1% | -142.9% | -43.7% |
| 5Y | +27.6% | +82.3% | -54.7% | -9.7% |
| All | +455.9% | +247.7% | +208.2% | +171.7% |
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