+67.3%
DVN vs EQIX
+246.8%
-179.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +12.0% | -2.5% | +14.4% | +12.6% |
| 3M | +13.4% | 0.0% | +13.4% | +13.1% |
| 6M | +12.1% | +7.6% | +4.5% | +9.3% |
| YTD | +38.8% | +37.5% | +1.3% | +26.1% |
| 1Y | +46.0% | +32.9% | +13.1% | +33.7% |
| 3Y | +9.5% | +42.8% | -33.3% | -3.3% |
| 5Y | +125.3% | +35.8% | +89.4% | +97.0% |
| All | +67.3% | +246.8% | -179.5% | +5.1% |
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