-53.9%
DOCS vs EQH
+96.6%
-150.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.4% |
| 7D | -7.3% | +5.4% | -12.8% | -9.8% |
| 30D | -10.9% | +1.0% | -11.9% | -11.6% |
| 3M | +20.3% | +26.7% | -6.4% | +4.9% |
| 6M | -3.6% | +34.4% | -38.0% | -20.0% |
| YTD | -44.9% | +11.5% | -56.3% | -49.3% |
| 1Y | -64.9% | +0.4% | -65.3% | -65.8% |
| 3Y | +7.6% | +96.5% | -88.9% | -31.5% |
| 5Y | -74.0% | +93.4% | -167.3% | -83.5% |
| All | -53.9% | +96.6% | -150.5% | -70.9% |
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