+102.7%
EQH vs RNG
+119.8%
-17.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.7% | -6.1% | +6.8% | +1.8% |
| 30D | +2.8% | +9.6% | -6.8% | +1.1% |
| 3M | +23.1% | +83.3% | -60.2% | +9.1% |
| 6M | +41.4% | +77.9% | -36.5% | +24.3% |
| YTD | +14.3% | +139.9% | -125.7% | -7.1% |
| 1Y | +1.6% | +121.7% | -120.1% | -16.2% |
| 3Y | +102.7% | +121.9% | -19.2% | +53.1% |
| All | +102.7% | +119.8% | -17.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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