+137.7%
RY vs EQH
+93.8%
+43.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -1.9% | -1.1% | -0.8% | -1.6% |
| 3M | +5.1% | +25.0% | -19.9% | -2.2% |
| 6M | +28.2% | +33.9% | -5.7% | +16.1% |
| YTD | +22.9% | +11.6% | +11.3% | +17.6% |
| 1Y | +45.5% | +1.5% | +44.0% | +43.1% |
| 3Y | +156.7% | +96.7% | +60.0% | +90.7% |
| 5Y | +137.7% | +93.9% | +43.8% | +70.5% |
| All | +137.7% | +93.8% | +43.9% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling