+83.5%
DOCU vs EQH
+252.0%
-168.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | +4.1% | +6.5% | -2.5% | +1.7% |
| 30D | +7.4% | +6.1% | +1.3% | +4.9% |
| 3M | +26.0% | +6.2% | +19.8% | +22.9% |
| 6M | +79.2% | +38.1% | +41.1% | +58.0% |
| YTD | +18.1% | +20.2% | -2.1% | +9.2% |
| 1Y | +20.5% | +27.6% | -7.1% | +9.1% |
| 3Y | +96.4% | +128.8% | -32.4% | +46.1% |
| 5Y | -69.5% | +83.1% | -152.6% | -76.0% |
| All | +83.5% | +252.0% | -168.5% | +27.9% |
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