+212.2%
DOCN vs EQH
+90.7%
+121.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +26.5% | +1.1% | +25.4% | +25.3% |
| 30D | +2.3% | -1.1% | +3.4% | +2.7% |
| 3M | -21.2% | +25.0% | -46.2% | -34.6% |
| 6M | +130.6% | +33.9% | +96.7% | +82.2% |
| YTD | +175.7% | +11.6% | +164.1% | +148.5% |
| 1Y | +286.6% | +1.5% | +285.1% | +268.9% |
| 3Y | +394.1% | +96.7% | +297.4% | +182.7% |
| 5Y | +92.1% | +93.9% | -1.8% | +13.5% |
| All | +212.2% | +90.7% | +121.5% | +87.4% |
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 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