+433.1%
DECK vs EQH
+230.4%
+202.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +5.8% | -2.2% | +8.0% | +6.8% |
| 30D | +7.9% | -1.1% | +8.9% | +8.4% |
| 3M | -11.4% | +0.9% | -12.3% | -12.0% |
| 6M | -16.6% | +22.1% | -38.7% | -24.6% |
| YTD | -16.4% | +12.8% | -29.2% | -22.2% |
| 1Y | +8.6% | +20.5% | -11.9% | -2.2% |
| 3Y | -15.1% | +113.2% | -128.3% | -42.6% |
| 5Y | +22.9% | +69.9% | -47.0% | -10.1% |
| All | +433.1% | +230.4% | +202.6% | +166.8% |
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