+30.0%
DOC vs EQH
+232.0%
-202.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | +1.8% |
| 7D | +6.2% | -3.1% | +9.3% | +7.4% |
| 30D | +6.5% | -2.9% | +9.4% | +7.5% |
| 3M | -6.2% | +3.1% | -9.4% | -7.7% |
| 6M | +25.6% | +21.8% | +3.8% | +15.7% |
| YTD | +32.1% | +13.3% | +18.7% | +23.7% |
| 1Y | +20.3% | +20.1% | +0.1% | +10.0% |
| 3Y | +42.7% | +105.9% | -63.1% | +0.9% |
| 5Y | -22.2% | +70.7% | -92.9% | -42.4% |
| All | +30.0% | +232.0% | -202.0% | -34.4% |
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