-50.3%
DOCS vs EQH
+100.1%
-150.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | -1.4% | +5.5% | -6.9% | -4.2% |
| 30D | +21.8% | +3.2% | +18.6% | +19.2% |
| 3M | +27.3% | +32.5% | -5.2% | +8.3% |
| 6M | -0.3% | +33.7% | -34.1% | -17.0% |
| YTD | -40.5% | +13.4% | -53.9% | -45.8% |
| 1Y | -61.5% | +0.6% | -62.1% | -62.6% |
| 3Y | +8.2% | +95.1% | -87.0% | -30.9% |
| 5Y | -73.4% | +92.7% | -166.1% | -83.2% |
| All | -50.3% | +100.1% | -150.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling