+1,388.2%
EQIX vs DG
+606.1%
+782.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -0.8% | +8.4% | -9.2% | -2.4% |
| 30D | -1.4% | +4.9% | -6.4% | -2.4% |
| 3M | -4.4% | +29.3% | -33.8% | -9.5% |
| 6M | +7.9% | -11.3% | +19.2% | +9.8% |
| YTD | +37.3% | +1.8% | +35.5% | +35.7% |
| 1Y | +37.8% | +25.3% | +12.5% | +29.8% |
| 3Y | +42.0% | +9.1% | +32.9% | +32.4% |
| 5Y | +29.6% | -34.9% | +64.5% | +36.3% |
| 10Y | +238.3% | +108.2% | +130.2% | +159.1% |
| All | +1,388.2% | +606.1% | +782.2% | +734.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling