+244.0%
EQIX vs RJF
+429.3%
-185.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.9% |
| 30D | -2.5% | -4.3% | +1.8% | -1.5% |
| 3M | 0.0% | +15.7% | -15.8% | -3.9% |
| 6M | +7.6% | +17.8% | -10.2% | +2.8% |
| YTD | +37.5% | +9.2% | +28.3% | +33.4% |
| 1Y | +32.9% | +2.8% | +30.1% | +30.9% |
| 3Y | +42.8% | +69.5% | -26.7% | +21.9% |
| 5Y | +35.8% | +105.9% | -70.1% | +9.4% |
| All | +244.0% | +429.3% | -185.3% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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