+114.1%
DT vs EQIX
+124.4%
-10.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +3.0% | -2.5% | +5.5% | +4.2% |
| 3M | +26.5% | 0.0% | +26.6% | +25.5% |
| 6M | +35.9% | +7.6% | +28.3% | +29.0% |
| YTD | +17.8% | +37.5% | -19.7% | -3.6% |
| 1Y | +4.1% | +32.9% | -28.9% | -13.5% |
| 3Y | +5.3% | +42.8% | -37.5% | -19.4% |
| 5Y | -27.2% | +35.8% | -63.0% | -44.0% |
| All | +114.1% | +124.4% | -10.3% | +3.2% |
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