-37.4%
DOCS vs EQIX
+47.9%
-85.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +0.1% | +7.6% | -7.5% | -3.2% |
| 30D | +8.7% | +5.2% | +3.4% | +6.1% |
| 3M | +32.9% | +0.8% | +32.0% | +31.5% |
| 6M | +25.5% | +0.2% | +25.3% | +23.4% |
| YTD | -25.0% | +42.2% | -67.2% | -40.7% |
| 1Y | -34.9% | +34.7% | -69.6% | -46.8% |
| 3Y | +39.3% | +49.0% | -9.7% | +3.1% |
| 5Y | -54.8% | +52.8% | -107.7% | -68.8% |
| All | -37.4% | +47.9% | -85.3% | -55.8% |
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