+101.8%
DASH vs EQIX
+40.5%
+61.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.6% |
| 30D | -6.0% | -1.8% | -4.2% | -5.4% |
| 3M | -15.8% | -3.4% | -12.4% | -15.0% |
| 6M | +7.0% | -6.0% | +13.0% | +8.5% |
| YTD | -20.7% | +34.2% | -54.9% | -30.6% |
| 1Y | -8.5% | +26.2% | -34.8% | -17.6% |
| 3Y | +101.8% | +41.7% | +60.1% | +69.6% |
| All | +101.8% | +40.5% | +61.3% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling