-100.0%
DFNS vs EQIX
+50.1%
-150.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.8% |
| 7D | -6.0% | +4.1% | -10.0% | -5.3% |
| 30D | -71.2% | +5.8% | -77.0% | -70.8% |
| 3M | -94.5% | -1.4% | -93.1% | -94.6% |
| 6M | -96.5% | -1.2% | -95.3% | -96.6% |
| YTD | -99.6% | +39.6% | -139.3% | -99.6% |
| 1Y | -99.7% | +36.8% | -136.5% | -99.7% |
| 3Y | -100.0% | +47.3% | -147.2% | -100.0% |
| All | -100.0% | +50.1% | -150.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling