-0.4%
ROL vs EQH
+97.5%
-97.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.2% | -1.8% | -1.5% | -3.0% |
| 30D | -6.6% | +2.4% | -9.1% | -6.9% |
| 3M | -27.3% | +26.3% | -53.6% | -29.2% |
| 6M | -38.1% | +35.8% | -73.9% | -40.3% |
| YTD | -41.8% | +12.7% | -54.4% | -42.7% |
| 1Y | -37.8% | +2.5% | -40.3% | -38.3% |
| All | -0.4% | +97.5% | -97.8% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling