+68.3%
DGX vs EQH
+102.2%
-33.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -1.2% | +2.8% | -4.0% | -1.6% |
| 3M | +15.8% | +23.1% | -7.3% | +12.3% |
| 6M | +18.2% | +41.4% | -23.2% | +12.0% |
| YTD | +37.2% | +14.3% | +22.9% | +34.0% |
| 1Y | +30.4% | +1.6% | +28.8% | +29.5% |
| 3Y | +96.7% | +102.7% | -6.0% | +68.8% |
| All | +68.3% | +102.2% | -33.9% | +43.7% |
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