+220.5%
EQH vs RJF
+219.0%
+1.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.9% |
| 7D | -1.8% | -4.2% | +2.4% | +1.9% |
| 30D | +2.4% | -3.6% | +6.0% | +5.7% |
| 3M | +26.3% | +15.6% | +10.7% | +11.3% |
| 6M | +35.8% | +17.6% | +18.2% | +17.9% |
| YTD | +12.7% | +9.2% | +3.5% | +3.6% |
| 1Y | +2.5% | +5.5% | -3.1% | -3.3% |
| 3Y | +98.6% | +70.3% | +28.3% | +23.0% |
| 5Y | +101.7% | +106.0% | -4.3% | +3.5% |
| All | +220.5% | +219.0% | +1.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling