+42.8%
EQIX vs DLTR
+1.4%
+41.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +0.2% | -10.1% | +10.3% | +0.9% |
| 30D | -2.5% | -8.1% | +5.6% | -2.0% |
| 3M | 0.0% | +2.9% | -2.9% | -0.5% |
| 6M | +7.6% | +4.3% | +3.3% | +6.8% |
| YTD | +37.5% | -3.9% | +41.4% | +37.2% |
| 1Y | +32.9% | +18.9% | +14.0% | +30.3% |
| 3Y | +42.8% | +1.9% | +40.8% | +42.3% |
| All | +42.8% | +1.4% | +41.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling