-20.4%
ROP vs EQH
+97.5%
-117.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.7% |
| 7D | -8.0% | -1.8% | -6.2% | -7.6% |
| 30D | -2.7% | +2.4% | -5.2% | -3.3% |
| 3M | +16.6% | +26.3% | -9.7% | +9.5% |
| 6M | +10.4% | +35.8% | -25.4% | +1.3% |
| YTD | -12.1% | +12.7% | -24.8% | -15.3% |
| 1Y | -23.6% | +2.5% | -26.1% | -24.8% |
| All | -20.4% | +97.5% | -117.8% | -34.3% |
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