+133.7%
RMD vs EQH
+234.7%
-101.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -4.4% | +0.7% | -5.1% | -4.6% |
| 30D | -3.1% | +2.8% | -6.0% | -4.0% |
| 3M | +13.8% | +23.1% | -9.3% | +7.2% |
| 6M | -8.6% | +41.4% | -50.0% | -17.5% |
| YTD | -8.6% | +14.3% | -22.9% | -12.8% |
| 1Y | -19.7% | +1.6% | -21.3% | -21.0% |
| 3Y | +48.4% | +102.7% | -54.3% | +16.6% |
| 5Y | -22.7% | +104.5% | -127.3% | -40.5% |
| All | +133.7% | +234.7% | -101.0% | +36.7% |
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 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