+237.5%
DOCN vs EQH
+129.3%
+108.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.8% |
| 7D | +19.1% | +6.5% | +12.6% | +13.9% |
| 30D | -21.0% | +6.1% | -27.1% | -23.9% |
| 3M | -34.7% | +6.2% | -41.0% | -37.7% |
| 6M | -45.8% | +38.1% | -83.8% | -58.2% |
| YTD | +79.4% | +20.2% | +59.2% | +53.7% |
| 1Y | +91.0% | +27.6% | +63.4% | +56.0% |
| 3Y | +237.5% | +128.8% | +108.6% | +87.6% |
| All | +237.5% | +129.3% | +108.1% | +87.6% |
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 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