+25.3%
DECK vs EQH
+83.2%
-57.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -0.8% | -0.5% | -0.4% | -0.7% |
| 30D | +4.9% | +4.4% | +0.5% | +2.7% |
| 3M | -5.8% | +8.8% | -14.6% | -9.8% |
| 6M | -8.6% | +38.1% | -46.7% | -22.5% |
| YTD | -14.7% | +19.7% | -34.4% | -23.1% |
| 1Y | +6.9% | +27.8% | -20.9% | -6.9% |
| 3Y | -16.2% | +126.1% | -142.3% | -46.0% |
| 5Y | +25.3% | +83.3% | -58.1% | -15.4% |
| All | +25.3% | +83.2% | -57.9% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling