+74.1%
ROL vs EQH
+234.7%
-160.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -4.9% | +2.8% | -7.7% | -5.5% |
| 3M | -25.8% | +23.1% | -48.9% | -29.0% |
| 6M | -37.6% | +41.4% | -79.0% | -42.1% |
| YTD | -41.5% | +14.3% | -55.7% | -43.5% |
| 1Y | -39.5% | +1.6% | -41.1% | -40.2% |
| 3Y | +0.1% | +102.7% | -102.6% | -17.0% |
| 5Y | -4.6% | +104.5% | -109.1% | -22.6% |
| All | +74.1% | +234.7% | -160.6% | +14.9% |
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