+11.8%
DOCS vs EQH
+101.9%
-90.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | -1.4% | +5.5% | -6.9% | -3.8% |
| 30D | +21.8% | +3.2% | +18.6% | +19.5% |
| 3M | +27.3% | +32.5% | -5.2% | +10.3% |
| 6M | -0.3% | +33.7% | -34.1% | -15.2% |
| YTD | -40.5% | +13.4% | -53.9% | -44.8% |
| 1Y | -61.5% | +0.6% | -62.1% | -62.0% |
| All | +11.8% | +101.9% | -90.1% | -28.3% |
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 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