-14.3%
JD vs EQH
+226.5%
-240.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.5% |
| 7D | -0.8% | +5.4% | -6.2% | -2.5% |
| 30D | -16.0% | +1.0% | -17.1% | -16.5% |
| 3M | -3.2% | +26.7% | -29.9% | -10.8% |
| 6M | +6.1% | +34.4% | -28.3% | -4.7% |
| YTD | -0.1% | +11.5% | -11.6% | -4.9% |
| 1Y | -12.7% | +0.4% | -13.1% | -14.4% |
| 3Y | -6.3% | +96.5% | -102.8% | -29.4% |
| 5Y | -61.3% | +93.4% | -154.7% | -70.9% |
| All | -14.3% | +226.5% | -240.8% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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