-1.8%
RMBS vs EQH
+3.9%
-5.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +1.8% | +0.7% | +1.0% | +1.5% |
| 30D | -13.9% | +2.8% | -16.7% | -14.8% |
| 3M | -39.8% | +23.1% | -62.9% | -45.3% |
| 6M | -6.0% | +41.4% | -47.4% | -22.6% |
| YTD | -5.4% | +14.3% | -19.6% | -11.8% |
| 1Y | -1.8% | +1.6% | -3.4% | -7.3% |
| All | -1.8% | +3.9% | -5.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling