+245.5%
EQIX vs DECK
+885.7%
-640.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -5.2% |
| 7D | -3.8% | +6.0% | -9.8% | -4.6% |
| 30D | -4.8% | +7.4% | -12.2% | -5.8% |
| 3M | -5.1% | -11.7% | +6.5% | -3.6% |
| 6M | -6.6% | -11.0% | +4.3% | -5.6% |
| YTD | +32.2% | -15.4% | +47.5% | +33.9% |
| 1Y | +23.9% | +7.2% | +16.7% | +20.9% |
| 3Y | +37.9% | -11.8% | +49.7% | +34.4% |
| 5Y | +40.9% | +24.3% | +16.6% | +26.1% |
| All | +245.5% | +885.7% | -640.1% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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