+244.0%
EQIX vs DTE
+137.8%
+106.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +0.2% | -2.6% | +2.7% | +1.5% |
| 30D | -2.5% | -4.4% | +1.9% | -0.3% |
| 3M | 0.0% | -8.3% | +8.3% | +4.2% |
| 6M | +7.6% | -8.1% | +15.7% | +11.8% |
| YTD | +37.5% | +4.4% | +33.1% | +33.7% |
| 1Y | +32.9% | +0.2% | +32.7% | +31.9% |
| 3Y | +42.8% | +42.6% | +0.1% | +17.1% |
| 5Y | +35.8% | +31.5% | +4.4% | +16.3% |
| All | +244.0% | +137.8% | +106.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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