+176.5%
DLR vs EQIX
+246.8%
-70.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +0.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -4.3% | -2.5% | -1.8% | -2.4% |
| 3M | +3.8% | 0.0% | +3.9% | +4.1% |
| 6M | +5.8% | +7.6% | -1.8% | +0.3% |
| YTD | +23.5% | +37.5% | -14.0% | -3.7% |
| 1Y | +11.1% | +32.9% | -21.8% | -11.2% |
| 3Y | +57.9% | +42.8% | +15.1% | +17.6% |
| 5Y | +44.0% | +35.8% | +8.1% | +10.2% |
| All | +176.5% | +246.8% | -70.3% | +0.4% |
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