+285.1%
EQIX vs DRI
+331.7%
-46.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | +5.8% | +9.7% | -3.9% | +4.2% |
| 3M | -1.4% | +3.2% | -4.6% | -2.1% |
| 6M | -1.2% | +20.6% | -21.8% | -4.7% |
| YTD | +39.6% | +28.3% | +11.4% | +32.9% |
| 1Y | +36.8% | +34.5% | +2.3% | +29.1% |
| 3Y | +47.3% | +66.5% | -19.3% | +32.8% |
| 5Y | +50.1% | +79.6% | -29.5% | +32.6% |
| All | +285.1% | +331.7% | -46.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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