+244.0%
EQIX vs OMC
+34.2%
+209.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +0.2% | -4.4% | +4.5% | +1.1% |
| 30D | -2.5% | -7.6% | +5.1% | -1.0% |
| 3M | 0.0% | +4.5% | -4.6% | -1.5% |
| 6M | +7.6% | -0.3% | +7.9% | +7.0% |
| YTD | +37.5% | -0.1% | +37.6% | +35.9% |
| 1Y | +32.9% | +4.6% | +28.3% | +29.5% |
| 3Y | +42.8% | +10.5% | +32.3% | +35.6% |
| 5Y | +35.8% | +31.7% | +4.1% | +22.4% |
| All | +244.0% | +34.2% | +209.7% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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