+162.8%
RCL vs EQH
+234.7%
-71.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.8% |
| 7D | -1.9% | +0.7% | -2.6% | -2.5% |
| 30D | -15.5% | +2.8% | -18.4% | -17.9% |
| 3M | -9.7% | +23.1% | -32.7% | -25.7% |
| 6M | -8.7% | +41.4% | -50.1% | -34.2% |
| YTD | -5.8% | +14.3% | -20.0% | -19.1% |
| 1Y | -24.5% | +1.6% | -26.1% | -28.5% |
| 3Y | +173.9% | +102.7% | +71.2% | +33.0% |
| 5Y | +228.0% | +104.5% | +123.4% | +54.4% |
| All | +162.8% | +234.7% | -71.9% | -19.4% |
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