+32.2%
DKS vs EQH
+100.2%
-68.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.7% |
| 7D | -2.0% | +0.7% | -2.8% | -2.3% |
| 30D | -32.7% | +2.8% | -35.6% | -33.5% |
| 3M | -38.8% | +23.1% | -61.9% | -44.4% |
| 6M | -29.4% | +41.4% | -70.8% | -40.5% |
| YTD | -30.3% | +14.3% | -44.6% | -35.0% |
| 1Y | -39.6% | +1.6% | -41.2% | -40.3% |
| 3Y | +32.2% | +102.7% | -70.5% | -8.7% |
| All | +32.2% | +100.2% | -68.0% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling