+439.4%
DECK vs EQH
+232.0%
+207.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | +1.2% |
| 7D | +6.0% | -3.1% | +9.1% | +7.6% |
| 30D | +7.4% | -2.9% | +10.4% | +8.9% |
| 3M | -11.7% | +3.1% | -14.8% | -13.2% |
| 6M | -11.0% | +21.8% | -32.7% | -19.4% |
| YTD | -15.4% | +13.3% | -28.7% | -21.4% |
| 1Y | +7.2% | +20.1% | -12.9% | -3.3% |
| 3Y | -11.8% | +105.9% | -117.7% | -39.5% |
| 5Y | +24.3% | +70.7% | -46.4% | -9.3% |
| All | +439.4% | +232.0% | +207.4% | +169.4% |
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 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