+24.1%
DIS vs EQH
+252.0%
-227.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +1.9% | +6.5% | -4.6% | -0.9% |
| 30D | +9.2% | +6.1% | +3.1% | +6.2% |
| 3M | +13.5% | +6.2% | +7.3% | +10.1% |
| 6M | +14.3% | +38.1% | -23.8% | -1.6% |
| YTD | +5.4% | +20.2% | -14.8% | -4.5% |
| 1Y | +12.2% | +27.6% | -15.4% | -1.2% |
| 3Y | +37.2% | +128.8% | -91.6% | -9.4% |
| 5Y | -23.1% | +83.1% | -106.3% | -45.3% |
| All | +24.1% | +252.0% | -227.9% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling