-99.9%
DFNS vs EQIX
+57.9%
-157.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.2% |
| 7D | -3.3% | -1.6% | -1.7% | -3.6% |
| 30D | -73.1% | -0.4% | -72.7% | -73.2% |
| 3M | -71.4% | -0.9% | -70.4% | -71.9% |
| 6M | -93.8% | +8.1% | -102.0% | -93.9% |
| YTD | -98.0% | +35.7% | -133.7% | -98.0% |
| 1Y | -98.2% | +34.0% | -132.1% | -98.1% |
| 3Y | -99.9% | +41.4% | -141.3% | -99.9% |
| 5Y | -99.9% | +34.0% | -133.9% | -99.9% |
| All | -99.9% | +57.9% | -157.8% | -99.9% |
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