-57.7%
RIG vs EQH
+234.7%
-292.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.7% |
| 30D | -0.5% | +2.8% | -3.4% | -3.3% |
| 3M | -6.0% | +23.1% | -29.1% | -22.3% |
| 6M | -10.1% | +41.4% | -51.5% | -36.0% |
| YTD | +37.3% | +14.3% | +23.0% | +15.9% |
| 1Y | +73.9% | +1.6% | +72.3% | +60.6% |
| 3Y | -30.2% | +102.7% | -132.9% | -67.2% |
| 5Y | +62.5% | +104.5% | -42.1% | -29.5% |
| All | -57.7% | +234.7% | -292.4% | -86.1% |
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