+11.1%
DIS vs EQH
+234.7%
-223.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | +3.2% | +2.8% | +0.4% | +1.8% |
| 3M | +7.0% | +23.1% | -16.1% | -2.7% |
| 6M | +6.4% | +41.4% | -35.0% | -9.7% |
| YTD | -5.6% | +14.3% | -19.9% | -12.3% |
| 1Y | -7.7% | +1.6% | -9.3% | -10.1% |
| 3Y | +33.2% | +102.7% | -69.5% | -7.3% |
| 5Y | -40.3% | +104.5% | -144.9% | -59.5% |
| All | +11.1% | +234.7% | -223.6% | -45.9% |
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