+39.6%
DOCS vs EQH
+129.3%
-89.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +2.6% | +6.5% | -4.0% | -0.3% |
| 30D | +11.4% | +6.1% | +5.3% | +8.6% |
| 3M | +25.4% | +6.2% | +19.1% | +21.9% |
| 6M | +42.5% | +38.1% | +4.5% | +20.9% |
| YTD | -24.7% | +20.2% | -44.9% | -31.8% |
| 1Y | -32.9% | +27.6% | -60.5% | -41.3% |
| 3Y | +39.6% | +128.8% | -89.2% | -13.9% |
| All | +39.6% | +129.3% | -89.7% | -13.9% |
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 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