+427.5%
DECK vs EQH
+232.3%
+195.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +2.1% |
| 7D | -2.2% | +5.5% | -7.7% | -4.8% |
| 30D | -13.6% | +3.2% | -16.8% | -15.0% |
| 3M | -21.2% | +32.5% | -53.8% | -31.4% |
| 6M | -21.1% | +33.7% | -54.8% | -32.0% |
| YTD | -17.2% | +13.4% | -30.7% | -23.1% |
| 1Y | -30.7% | +0.6% | -31.3% | -32.2% |
| 3Y | -3.4% | +95.1% | -98.5% | -32.2% |
| 5Y | +25.5% | +92.7% | -67.1% | -13.5% |
| All | +427.5% | +232.3% | +195.2% | +163.7% |
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 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