+42.1%
DPZ vs EQH
+226.9%
-184.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -7.3% | +1.1% | -8.4% | -7.4% |
| 30D | -7.6% | -1.1% | -6.5% | -7.5% |
| 3M | +1.8% | +25.0% | -23.2% | -1.7% |
| 6M | -21.8% | +33.9% | -55.7% | -25.5% |
| YTD | -22.0% | +11.6% | -33.6% | -23.8% |
| 1Y | -28.6% | +1.5% | -30.1% | -29.3% |
| 3Y | -13.1% | +96.7% | -109.8% | -22.4% |
| 5Y | -33.2% | +93.9% | -127.1% | -40.8% |
| All | +42.1% | +226.9% | -184.7% | +14.5% |
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