+238.7%
EQIX vs RIO
+2,421.1%
-2,182.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | +0.3% | +5.0% | -4.6% | -1.2% |
| 3M | -1.6% | +5.1% | -6.7% | -3.4% |
| 6M | +12.2% | +17.6% | -5.4% | +5.9% |
| YTD | +38.0% | +36.3% | +1.7% | +23.9% |
| 1Y | +38.9% | +71.2% | -32.3% | +15.9% |
| 3Y | +43.8% | +102.7% | -58.9% | +12.2% |
| 5Y | +30.4% | +99.6% | -69.2% | -0.9% |
| 10Y | +238.6% | +603.1% | -364.5% | +58.0% |
| All | +238.7% | +2,421.1% | -2,182.4% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling