-38.7%
DOCS vs EQIX
+39.6%
-78.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +17.4% | -1.8% | +19.3% | +18.2% |
| 3M | +57.4% | -3.4% | +60.7% | +58.4% |
| 6M | +26.5% | -6.0% | +32.6% | +28.1% |
| YTD | -26.6% | +34.2% | -60.8% | -40.4% |
| 1Y | -48.1% | +26.2% | -74.3% | -56.3% |
| 3Y | +52.6% | +41.7% | +11.0% | +15.5% |
| 5Y | -52.1% | +43.1% | -95.2% | -66.0% |
| All | -38.7% | +39.6% | -78.3% | -55.6% |
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