+87.1%
DOCN vs EQIX
+74.2%
+12.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -12.1% | +3.5% | -15.6% | -14.2% |
| 30D | -41.0% | +2.3% | -43.4% | -41.6% |
| 3M | -38.7% | +1.1% | -39.8% | -38.4% |
| 6M | -51.5% | -1.1% | -50.4% | -50.7% |
| YTD | +65.3% | +39.1% | +26.1% | +27.9% |
| 1Y | +53.9% | +29.5% | +24.4% | +26.1% |
| 3Y | +215.6% | +45.8% | +169.7% | +126.3% |
| 5Y | -26.2% | +48.4% | -74.6% | -49.9% |
| All | +87.1% | +74.2% | +12.9% | +24.0% |
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 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