+239.3%
EQIX vs DLTR
+786.5%
-547.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | +1.1% |
| 7D | +2.3% | -10.2% | +12.6% | +4.5% |
| 30D | +0.4% | -8.5% | +8.9% | +2.1% |
| 3M | -1.1% | +5.6% | -6.7% | -2.7% |
| 6M | +11.5% | +2.2% | +9.3% | +9.6% |
| YTD | +38.2% | -3.8% | +42.0% | +37.3% |
| 1Y | +36.7% | +22.9% | +13.7% | +28.5% |
| 3Y | +44.1% | +2.0% | +42.0% | +36.0% |
| 5Y | +34.8% | +29.8% | +5.0% | +16.3% |
| 10Y | +248.8% | +45.0% | +203.8% | +173.5% |
| All | +239.3% | +786.5% | -547.3% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling