-1.8%
DECK vs EQH
+95.5%
-97.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +2.0% |
| 7D | -2.2% | +5.5% | -7.7% | -4.6% |
| 30D | -13.6% | +3.2% | -16.8% | -14.9% |
| 3M | -21.2% | +32.5% | -53.8% | -30.9% |
| 6M | -21.1% | +33.7% | -54.8% | -31.4% |
| YTD | -17.2% | +13.4% | -30.7% | -22.6% |
| 1Y | -30.7% | +0.6% | -31.3% | -31.7% |
| All | -1.8% | +95.5% | -97.3% | -16.9% |
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 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