+230.6%
RL vs EQH
+94.3%
+136.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | -2.2% | -1.8% | -0.4% | -1.3% |
| 30D | -15.3% | +2.4% | -17.8% | -16.7% |
| 3M | -10.3% | +26.3% | -36.6% | -21.8% |
| 6M | -2.2% | +35.8% | -38.1% | -18.8% |
| YTD | -4.3% | +12.7% | -17.0% | -12.0% |
| 1Y | +8.9% | +2.5% | +6.4% | +5.1% |
| 3Y | +201.4% | +98.6% | +102.8% | +89.0% |
| 5Y | +230.6% | +101.7% | +128.9% | +97.1% |
| All | +230.6% | +94.3% | +136.3% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling