-2.2%
RMBS vs EQH
+33.3%
-35.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.5% | +1.1% | +2.4% | +3.4% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -40.3% | +25.0% | -65.3% | -42.0% |
| All | -2.2% | +33.3% | -35.5% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling