+282.0%
ORCL vs EQH
+232.3%
+49.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | +5.3% | +5.5% | -0.2% | +3.4% |
| 30D | +10.0% | +3.2% | +6.7% | +8.9% |
| 3M | -32.6% | +32.5% | -65.1% | -38.8% |
| 6M | +4.9% | +33.7% | -28.8% | -5.2% |
| YTD | -17.8% | +13.4% | -31.2% | -21.6% |
| 1Y | -28.0% | +0.6% | -28.6% | -29.1% |
| 3Y | +36.0% | +95.1% | -59.1% | +7.4% |
| 5Y | +88.7% | +92.7% | -4.0% | +46.4% |
| All | +282.0% | +232.3% | +49.7% | +129.3% |
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