+29.8%
DOC vs EQH
+252.0%
-222.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -0.9% | +6.5% | -7.4% | -3.1% |
| 30D | +7.7% | +6.1% | +1.6% | +5.3% |
| 3M | -2.0% | +6.2% | -8.3% | -4.5% |
| 6M | +5.9% | +38.1% | -32.2% | -6.8% |
| YTD | +31.8% | +20.2% | +11.7% | +20.9% |
| 1Y | +22.5% | +27.6% | -5.1% | +9.6% |
| 3Y | +54.7% | +128.8% | -74.1% | +5.1% |
| 5Y | -21.3% | +83.1% | -104.5% | -43.3% |
| All | +29.8% | +252.0% | -222.2% | -35.9% |
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