+114.1%
DT vs EQH
+186.0%
-71.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +3.0% | +2.8% | +0.2% | +1.8% |
| 3M | +26.5% | +23.1% | +3.4% | +16.2% |
| 6M | +35.9% | +41.4% | -5.5% | +17.4% |
| YTD | +17.8% | +14.3% | +3.6% | +10.7% |
| 1Y | +4.1% | +1.6% | +2.5% | +2.2% |
| 3Y | +5.3% | +102.7% | -97.4% | -22.9% |
| 5Y | -27.2% | +104.5% | -131.7% | -47.3% |
| All | +114.1% | +186.0% | -71.9% | +23.5% |
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