+75.2%
ROL vs EQH
+226.5%
-151.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | -3.4% | +5.4% | -8.9% | -4.5% |
| 30D | -6.9% | +1.0% | -8.0% | -7.2% |
| 3M | -24.6% | +26.7% | -51.3% | -28.3% |
| 6M | -39.5% | +34.4% | -73.9% | -43.4% |
| YTD | -41.1% | +11.5% | -52.6% | -42.8% |
| 1Y | -37.9% | +0.4% | -38.3% | -38.6% |
| 3Y | +0.8% | +96.5% | -95.7% | -16.0% |
| 5Y | -4.7% | +93.4% | -98.0% | -21.8% |
| All | +75.2% | +226.5% | -151.3% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling