+50.0%
DG vs EQH
+234.7%
-184.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | +4.2% | +2.8% | +1.3% | +3.7% |
| 3M | +9.5% | +23.1% | -13.6% | +6.4% |
| 6M | -13.1% | +41.4% | -54.5% | -17.1% |
| YTD | -4.8% | +14.3% | -19.1% | -7.0% |
| 1Y | +20.6% | +1.6% | +19.0% | +19.5% |
| 3Y | +4.9% | +102.7% | -97.8% | -8.0% |
| 5Y | -37.9% | +104.5% | -142.4% | -46.2% |
| All | +50.0% | +234.7% | -184.6% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling