+272.5%
RL vs EQH
+226.5%
+46.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.2% |
| 7D | +1.9% | +5.4% | -3.5% | -1.2% |
| 30D | -12.2% | +1.0% | -13.2% | -12.9% |
| 3M | -6.6% | +26.7% | -33.4% | -18.7% |
| 6M | +3.2% | +34.4% | -31.2% | -13.8% |
| YTD | -1.3% | +11.5% | -12.8% | -8.8% |
| 1Y | +13.6% | +0.4% | +13.2% | +10.6% |
| 3Y | +210.9% | +96.5% | +114.4% | +100.8% |
| 5Y | +246.9% | +93.4% | +153.5% | +121.9% |
| All | +272.5% | +226.5% | +46.0% | +81.8% |
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