+44.6%
DLR vs EQH
+102.2%
-57.6%
-48.5%
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% | +1.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -4.3% | +2.8% | -7.1% | -5.1% |
| 3M | +3.8% | +23.1% | -19.3% | -2.4% |
| 6M | +5.8% | +41.4% | -35.6% | -4.8% |
| YTD | +23.5% | +14.3% | +9.3% | +17.8% |
| 1Y | +11.1% | +1.6% | +9.5% | +9.5% |
| 3Y | +57.9% | +102.7% | -44.8% | +20.5% |
| All | +44.6% | +102.2% | -57.6% | +13.5% |
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