+101.7%
EQH vs RBA
+36.6%
+65.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -1.8% | -3.3% | +1.5% | -0.7% |
| 30D | +2.4% | -9.8% | +12.2% | +5.8% |
| 3M | +26.3% | -23.5% | +49.8% | +35.9% |
| 6M | +35.8% | -21.5% | +57.3% | +44.7% |
| YTD | +12.7% | -21.2% | +33.8% | +19.5% |
| 1Y | +2.5% | -30.2% | +32.7% | +13.3% |
| 3Y | +98.6% | +25.3% | +73.3% | +84.1% |
| 5Y | +101.7% | +35.1% | +66.6% | +80.7% |
| All | +101.7% | +36.6% | +65.1% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling