+110.9%
DT vs EQIX
+125.2%
-14.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -4.9% | +1.3% | -6.2% | -5.5% |
| 30D | +2.7% | +0.3% | +2.4% | +2.4% |
| 3M | +20.0% | -1.6% | +21.5% | +20.1% |
| 6M | +28.0% | +12.2% | +15.8% | +18.8% |
| YTD | +16.0% | +38.0% | -21.9% | -5.2% |
| 1Y | +0.7% | +38.9% | -38.2% | -18.3% |
| 3Y | +6.2% | +43.8% | -37.6% | -19.1% |
| 5Y | -28.1% | +30.4% | -58.5% | -43.2% |
| All | +110.9% | +125.2% | -14.3% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling