+122.8%
DAL vs EQIX
+257.3%
-134.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.7% |
| 7D | +8.8% | -0.1% | +8.9% | +8.9% |
| 30D | +5.4% | -1.8% | +7.2% | +6.0% |
| 3M | -4.9% | -3.4% | -1.6% | -4.1% |
| 6M | +19.8% | -6.0% | +25.9% | +21.7% |
| YTD | +27.0% | +34.2% | -7.2% | +15.4% |
| 1Y | +52.5% | +26.2% | +26.2% | +41.1% |
| 3Y | +173.8% | +41.7% | +132.2% | +142.4% |
| 5Y | +104.5% | +43.1% | +61.5% | +77.0% |
| All | +122.8% | +257.3% | -134.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling