+30.3%
DOC vs EQH
+252.1%
-221.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.5% |
| 7D | +8.7% | +2.8% | +5.9% | +7.7% |
| 30D | +7.6% | +3.9% | +3.7% | +6.1% |
| 3M | -5.3% | +16.3% | -21.6% | -10.7% |
| 6M | +27.6% | +37.1% | -9.5% | +12.6% |
| YTD | +32.4% | +20.2% | +12.2% | +21.6% |
| 1Y | +22.9% | +17.9% | +4.9% | +13.2% |
| 3Y | +43.1% | +118.4% | -75.3% | -0.9% |
| 5Y | -21.4% | +79.9% | -101.2% | -42.9% |
| All | +30.3% | +252.1% | -221.8% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling