-37.7%
DG vs EQH
+102.2%
-140.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 6M | -13.1% | +41.4% | -54.5% | -17.2% |
| YTD | -4.8% | +14.3% | -19.1% | -7.3% |
| 1Y | +20.6% | +1.6% | +19.0% | +19.0% |
| 3Y | +4.9% | +102.7% | -97.8% | -12.4% |
| All | -37.7% | +102.2% | -140.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling