+103.1%
DOCN vs EQIX
+74.8%
+28.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -2.7% |
| 7D | +19.1% | +4.1% | +15.0% | +15.6% |
| 30D | -21.0% | +5.8% | -26.8% | -23.9% |
| 3M | -34.7% | -1.4% | -33.4% | -33.1% |
| 6M | -45.8% | -1.2% | -44.5% | -44.7% |
| YTD | +79.4% | +39.6% | +39.7% | +38.6% |
| 1Y | +91.0% | +36.8% | +54.2% | +49.7% |
| 3Y | +237.5% | +47.3% | +190.2% | +140.3% |
| 5Y | -30.4% | +50.1% | -80.5% | -52.9% |
| All | +103.1% | +74.8% | +28.3% | +34.4% |
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