-98.3%
DFNS vs EQH
+2.5%
-100.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.8% |
| 7D | -16.0% | +5.5% | -21.5% | -21.1% |
| 30D | -77.7% | +3.2% | -80.9% | -78.5% |
| 3M | -77.2% | +32.5% | -109.7% | -80.9% |
| 6M | -95.2% | +33.7% | -128.9% | -96.0% |
| YTD | -98.0% | +13.4% | -111.4% | -98.2% |
| 1Y | -98.3% | +0.6% | -98.8% | -98.6% |
| All | -98.3% | +2.5% | -100.7% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling