+180.0%
DOV vs EQH
+234.7%
-54.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | -8.9% | +2.8% | -11.7% | -10.3% |
| 3M | -13.3% | +23.1% | -36.3% | -22.1% |
| 6M | -9.7% | +41.4% | -51.1% | -24.8% |
| YTD | -2.5% | +14.3% | -16.7% | -10.4% |
| 1Y | +7.2% | +1.6% | +5.6% | +3.9% |
| 3Y | +39.4% | +102.7% | -63.3% | -6.8% |
| 5Y | +15.8% | +104.5% | -88.7% | -25.0% |
| All | +180.0% | +234.7% | -54.7% | +26.9% |
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