+229.4%
EQIX vs D
+702.9%
-473.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -0.1% | +3.0% | -3.1% | -1.6% |
| 30D | -1.8% | +11.5% | -13.3% | -7.3% |
| 3M | -3.4% | +3.7% | -7.1% | -5.5% |
| 6M | -6.0% | +13.5% | -19.6% | -12.6% |
| YTD | +34.2% | +20.7% | +13.5% | +20.5% |
| 1Y | +26.2% | +18.2% | +8.0% | +14.4% |
| 3Y | +41.7% | +73.3% | -31.6% | +2.7% |
| 5Y | +43.1% | +12.3% | +30.8% | +29.1% |
| 10Y | +260.8% | +43.4% | +217.4% | +176.4% |
| All | +229.4% | +702.9% | -473.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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