+217.4%
EQH vs RRC
+197.6%
+19.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.5% |
| 30D | -1.1% | +3.6% | -4.7% | -1.9% |
| 3M | +25.0% | +8.8% | +16.2% | +22.3% |
| 6M | +33.9% | +0.8% | +33.1% | +32.5% |
| YTD | +11.6% | +19.0% | -7.4% | +6.1% |
| 1Y | +1.5% | +22.9% | -21.4% | -4.7% |
| 3Y | +96.7% | +32.3% | +64.4% | +79.6% |
| 5Y | +93.9% | +151.6% | -57.7% | +48.2% |
| All | +217.4% | +197.6% | +19.7% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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