+250.9%
EQIX vs DECK
+874.1%
-623.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -0.1% | +5.8% | -5.9% | -0.9% |
| 30D | -1.8% | +7.9% | -9.7% | -3.0% |
| 3M | -3.4% | -11.4% | +8.0% | -1.8% |
| 6M | -6.0% | -16.6% | +10.6% | -4.0% |
| YTD | +34.2% | -16.4% | +50.6% | +36.2% |
| 1Y | +26.2% | +8.6% | +17.6% | +22.9% |
| 3Y | +41.7% | -15.1% | +56.8% | +38.9% |
| 5Y | +43.1% | +22.9% | +20.2% | +28.3% |
| All | +250.9% | +874.1% | -623.2% | +189.4% |
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