+244.0%
EQIX vs DG
+101.8%
+142.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +0.2% | -6.5% | +6.6% | +1.2% |
| 30D | -2.5% | +4.2% | -6.6% | -3.2% |
| 3M | 0.0% | +9.5% | -9.6% | -1.9% |
| 6M | +7.6% | -13.1% | +20.8% | +9.6% |
| YTD | +37.5% | -4.8% | +42.3% | +37.7% |
| 1Y | +32.9% | +20.6% | +12.3% | +27.1% |
| 3Y | +42.8% | +4.9% | +37.8% | +35.5% |
| 5Y | +35.8% | -37.9% | +73.7% | +46.7% |
| All | +244.0% | +101.8% | +142.2% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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