-31.0%
DPZ vs EQH
+92.7%
-123.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.3% |
| 7D | -1.5% | +5.4% | -6.9% | -2.7% |
| 30D | -4.4% | +1.0% | -5.4% | -4.7% |
| 3M | +7.6% | +26.7% | -19.1% | +1.5% |
| 6M | -16.9% | +34.4% | -51.3% | -23.0% |
| YTD | -18.6% | +11.5% | -30.1% | -21.4% |
| 1Y | -26.7% | +0.4% | -27.1% | -27.4% |
| 3Y | -9.3% | +96.5% | -105.8% | -26.6% |
| 5Y | -31.0% | +93.4% | -124.4% | -45.3% |
| All | -31.0% | +92.7% | -123.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling