-23.6%
DOC vs EQH
+93.2%
-116.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -1.5% | +5.5% | -7.0% | -3.0% |
| 30D | -4.8% | +3.2% | -8.0% | -5.8% |
| 3M | +6.9% | +32.5% | -25.7% | -1.8% |
| 6M | +20.7% | +33.7% | -13.0% | +10.1% |
| YTD | +34.1% | +13.4% | +20.7% | +28.0% |
| 1Y | +22.6% | +0.6% | +22.1% | +21.1% |
| 3Y | +20.8% | +95.1% | -74.3% | -9.1% |
| All | -23.6% | +93.2% | -116.9% | -43.9% |
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 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