+225.0%
EQH vs DAR
+262.9%
-37.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.8% | +2.6% | +0.2% | +1.2% |
| 3M | +23.1% | +14.2% | +8.9% | +14.8% |
| 6M | +41.4% | +17.2% | +24.2% | +29.2% |
| YTD | +14.3% | +80.9% | -66.6% | -14.7% |
| 1Y | +1.6% | +104.0% | -102.4% | -29.4% |
| 3Y | +102.7% | +3.6% | +99.1% | +84.7% |
| 5Y | +104.5% | -7.8% | +112.3% | +84.8% |
| All | +225.0% | +262.9% | -37.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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