+225.0%
EQH vs RBA
+186.2%
+38.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | -0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +2.8% | -2.9% | +5.8% | +4.0% |
| 3M | +23.1% | -20.9% | +44.0% | +34.4% |
| 6M | +41.4% | -17.7% | +59.1% | +51.3% |
| YTD | +14.3% | -18.2% | +32.4% | +22.0% |
| 1Y | +1.6% | -29.1% | +30.7% | +16.1% |
| 3Y | +102.7% | +29.5% | +73.2% | +71.6% |
| 5Y | +104.5% | +40.2% | +64.3% | +57.7% |
| All | +225.0% | +186.2% | +38.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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