+102.7%
EQH vs RJF
+69.0%
+33.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | -2.7% | +3.4% | +3.0% |
| 30D | +2.8% | -4.3% | +7.1% | +6.5% |
| 3M | +23.1% | +15.7% | +7.4% | +9.3% |
| 6M | +41.4% | +17.8% | +23.6% | +23.6% |
| YTD | +14.3% | +9.2% | +5.1% | +5.5% |
| 1Y | +1.6% | +2.8% | -1.2% | -1.6% |
| 3Y | +102.7% | +69.5% | +33.3% | +31.1% |
| All | +102.7% | +69.0% | +33.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling