+263.8%
RL vs EQH
+234.7%
+29.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.1% |
| 7D | -3.4% | +0.7% | -4.2% | -3.8% |
| 30D | -14.4% | +2.8% | -17.3% | -16.0% |
| 3M | -13.6% | +23.1% | -36.7% | -23.6% |
| 6M | +0.6% | +41.4% | -40.8% | -18.3% |
| YTD | -3.6% | +14.3% | -17.9% | -12.2% |
| 1Y | +8.3% | +1.6% | +6.7% | +4.8% |
| 3Y | +204.8% | +102.7% | +102.1% | +93.5% |
| 5Y | +232.9% | +104.5% | +128.4% | +106.5% |
| All | +263.8% | +234.7% | +29.1% | +75.1% |
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 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