+43.5%
EQIX vs RIO
+95.3%
-51.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +1.0% | +1.4% | +2.2% |
| 30D | +0.4% | +4.0% | -3.6% | -0.3% |
| 3M | -1.1% | +4.5% | -5.6% | -2.0% |
| 6M | +11.5% | +17.3% | -5.9% | +7.8% |
| YTD | +38.2% | +36.2% | +2.0% | +29.1% |
| 1Y | +36.7% | +76.1% | -39.5% | +20.2% |
| All | +43.5% | +95.3% | -51.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling