+13.8%
ORCL vs EQH
+129.3%
-115.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +8.0% | +6.5% | +1.4% | +5.1% |
| 30D | -4.0% | +6.1% | -10.1% | -6.3% |
| 3M | -19.5% | +6.2% | -25.7% | -21.6% |
| 6M | -33.5% | +38.1% | -71.5% | -42.1% |
| YTD | -34.8% | +20.2% | -55.0% | -40.3% |
| 1Y | -41.6% | +27.6% | -69.2% | -47.9% |
| 3Y | +13.8% | +128.8% | -115.0% | -11.9% |
| All | +13.8% | +129.3% | -115.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling