-30.2%
RIG vs EQH
+100.2%
-130.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | -0.5% | +2.8% | -3.4% | -2.0% |
| 3M | -6.0% | +23.1% | -29.1% | -15.5% |
| 6M | -10.1% | +41.4% | -51.5% | -26.1% |
| YTD | +37.3% | +14.3% | +23.0% | +26.8% |
| 1Y | +73.9% | +1.6% | +72.3% | +72.0% |
| 3Y | -30.2% | +102.7% | -132.9% | -51.4% |
| All | -30.2% | +100.2% | -130.4% | -51.4% |
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 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