-14.9%
DECK vs EQH
+128.3%
-143.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.8% | +0.5% | +6.3% | +6.5% |
| 30D | +8.3% | +4.9% | +3.4% | +5.8% |
| 3M | -7.9% | +5.4% | -13.3% | -10.3% |
| 6M | -10.6% | +32.1% | -42.7% | -22.2% |
| YTD | -13.4% | +19.0% | -32.3% | -21.2% |
| 1Y | +12.5% | +27.8% | -15.4% | -1.6% |
| 3Y | -14.9% | +124.8% | -139.6% | -38.7% |
| All | -14.9% | +128.3% | -143.2% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling