+11.7%
DASH vs EQIX
+64.8%
-53.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.3% |
| 7D | -10.6% | -0.8% | -9.8% | -10.1% |
| 30D | +2.2% | -1.4% | +3.6% | +2.8% |
| 3M | +32.3% | -4.4% | +36.7% | +34.9% |
| 6M | +19.1% | +7.9% | +11.2% | +12.0% |
| YTD | -6.5% | +37.3% | -43.8% | -26.8% |
| 1Y | -14.9% | +37.8% | -52.7% | -33.9% |
| 3Y | +151.9% | +42.0% | +110.0% | +83.9% |
| 5Y | +9.4% | +29.6% | -20.2% | -24.2% |
| All | +11.7% | +64.8% | -53.0% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling