+60.1%
DOCN vs EQH
+93.2%
-33.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.7% |
| 7D | +1.1% | +5.5% | -4.4% | -3.3% |
| 30D | -9.6% | +3.2% | -12.9% | -12.1% |
| 3M | -37.7% | +32.5% | -70.2% | -51.3% |
| 6M | +115.2% | +33.7% | +81.5% | +67.4% |
| YTD | +133.7% | +13.4% | +120.3% | +106.6% |
| 1Y | +250.2% | +0.6% | +249.6% | +236.4% |
| 3Y | +320.3% | +95.1% | +225.2% | +125.0% |
| All | +60.1% | +93.2% | -33.2% | -15.3% |
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