+46.3%
RY vs EQH
+2.5%
+43.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +3.1% | +5.5% | -2.4% | +2.0% |
| 30D | -0.3% | +3.2% | -3.6% | -1.0% |
| 3M | +8.7% | +32.5% | -23.9% | +3.0% |
| 6M | +28.5% | +33.7% | -5.2% | +21.1% |
| YTD | +25.1% | +13.4% | +11.7% | +20.7% |
| 1Y | +46.3% | +0.6% | +45.7% | +41.3% |
| All | +46.3% | +2.5% | +43.8% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling