+2.0%
RDW vs EQH
+122.8%
-120.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.5% |
| 7D | +0.9% | +0.7% | +0.1% | +0.1% |
| 30D | -21.3% | +2.8% | -24.1% | -23.4% |
| 3M | -37.9% | +23.1% | -60.9% | -48.9% |
| 6M | +12.3% | +41.4% | -29.1% | -18.6% |
| YTD | +39.7% | +14.3% | +25.5% | +22.5% |
| 1Y | +25.7% | +1.6% | +24.1% | +21.5% |
| 3Y | +230.8% | +102.7% | +128.1% | +106.2% |
| 5Y | -8.8% | +104.5% | -113.3% | -41.9% |
| All | +2.0% | +122.8% | -120.8% | -38.4% |
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