+46.8%
DPZ vs EQH
+248.4%
-201.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.2% | +0.5% | +1.6% | +2.0% |
| 30D | +6.7% | +4.9% | +1.8% | +5.9% |
| 3M | -4.5% | +5.4% | -10.0% | -5.4% |
| 6M | +3.3% | +32.1% | -28.8% | -1.3% |
| YTD | -19.4% | +19.0% | -38.4% | -22.1% |
| 1Y | -17.3% | +27.8% | -45.1% | -20.9% |
| 3Y | -8.4% | +124.8% | -133.2% | -19.7% |
| 5Y | -28.2% | +82.7% | -110.9% | -36.3% |
| All | +46.8% | +248.4% | -201.6% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling