+204.2%
EQIX vs DBX
+22.6%
+181.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +0.2% | +2.1% | -1.9% | -0.3% |
| 30D | -2.5% | +5.7% | -8.2% | -3.7% |
| 3M | 0.0% | +31.8% | -31.8% | -6.1% |
| 6M | +7.6% | +37.5% | -29.8% | -0.6% |
| YTD | +37.5% | +27.9% | +9.6% | +28.8% |
| 1Y | +32.9% | +15.0% | +17.9% | +27.1% |
| 3Y | +42.8% | +27.2% | +15.6% | +30.8% |
| 5Y | +35.8% | +12.8% | +23.0% | +24.2% |
| All | +204.2% | +22.6% | +181.5% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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