+82.4%
ORCL vs EQH
+94.3%
-11.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | -0.7% | -1.8% | +1.0% | -0.1% |
| 30D | +5.1% | +2.4% | +2.7% | +4.2% |
| 3M | -23.7% | +26.3% | -50.0% | -30.3% |
| 6M | +3.1% | +35.8% | -32.7% | -8.7% |
| YTD | -20.8% | +12.7% | -33.4% | -24.9% |
| 1Y | -52.9% | +2.5% | -55.3% | -54.1% |
| 3Y | +25.4% | +98.6% | -73.2% | -3.2% |
| 5Y | +82.4% | +101.7% | -19.3% | +31.3% |
| All | +82.4% | +94.3% | -11.9% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling