+244.0%
EQIX vs RIO
+608.6%
-364.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.8% |
| 30D | -2.5% | +0.9% | -3.4% | -2.7% |
| 3M | 0.0% | -1.4% | +1.4% | +0.1% |
| 6M | +7.6% | +10.9% | -3.3% | +4.9% |
| YTD | +37.5% | +31.2% | +6.3% | +28.9% |
| 1Y | +32.9% | +67.9% | -35.0% | +18.0% |
| 3Y | +42.8% | +88.8% | -46.0% | +22.4% |
| 5Y | +35.8% | +93.1% | -57.3% | +13.8% |
| All | +244.0% | +608.6% | -364.7% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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