+261.6%
ORCL vs EQH
+234.7%
+26.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | -2.0% | +2.8% | -4.8% | -2.9% |
| 3M | -18.1% | +23.1% | -41.2% | -23.6% |
| 6M | -7.2% | +41.4% | -48.6% | -17.7% |
| YTD | -22.2% | +14.3% | -36.4% | -26.0% |
| 1Y | -50.6% | +1.6% | -52.2% | -51.5% |
| 3Y | +22.9% | +102.7% | -79.8% | -4.2% |
| 5Y | +79.3% | +104.5% | -25.3% | +36.5% |
| All | +261.6% | +234.7% | +26.9% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling