+30.9%
DOC vs EQH
+230.4%
-199.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +6.5% | -2.2% | +8.7% | +7.2% |
| 30D | +9.2% | -1.1% | +10.2% | +9.4% |
| 3M | -2.5% | +0.9% | -3.4% | -3.3% |
| 6M | +7.1% | +22.1% | -15.0% | -1.4% |
| YTD | +33.0% | +12.8% | +20.2% | +24.8% |
| 1Y | +23.3% | +20.5% | +2.8% | +12.6% |
| 3Y | +44.9% | +113.2% | -68.2% | +1.0% |
| 5Y | -21.6% | +69.9% | -91.5% | -41.9% |
| All | +30.9% | +230.4% | -199.5% | -33.9% |
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