-5.0%
DPZ vs EQH
+125.6%
-130.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.3% | -1.0% |
| 7D | +3.7% | +2.1% | +1.6% | +3.2% |
| 30D | +8.0% | +4.7% | +3.3% | +7.0% |
| 3M | -4.2% | +7.6% | -11.7% | -5.7% |
| 6M | +4.6% | +31.9% | -27.3% | -1.4% |
| YTD | -18.4% | +18.7% | -37.1% | -21.8% |
| 1Y | -16.8% | +25.7% | -42.5% | -21.3% |
| 3Y | -5.0% | +129.1% | -134.1% | -27.6% |
| All | -5.0% | +125.6% | -130.6% | -27.6% |
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