+22.3%
DOC vs EQH
+95.5%
-73.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -1.5% | +5.5% | -7.0% | -2.8% |
| 30D | -4.8% | +3.2% | -8.0% | -5.6% |
| 3M | +6.9% | +32.5% | -25.7% | -0.8% |
| 6M | +20.7% | +33.7% | -13.0% | +11.3% |
| YTD | +34.1% | +13.4% | +20.7% | +28.9% |
| 1Y | +22.6% | +0.6% | +22.1% | +22.0% |
| All | +22.3% | +95.5% | -73.2% | -23.0% |
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