+239.3%
EQIX vs RL
+308.3%
-69.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | -0.4% | -15.3% | +15.0% | +2.1% |
| 3M | -0.9% | -10.3% | +9.4% | +0.5% |
| 6M | +8.1% | -2.2% | +10.4% | +7.9% |
| YTD | +35.7% | -4.3% | +40.0% | +35.7% |
| 1Y | +34.0% | +8.9% | +25.1% | +31.2% |
| 3Y | +41.4% | +201.4% | -160.0% | +18.6% |
| 5Y | +34.0% | +230.6% | -196.6% | +9.6% |
| All | +239.3% | +308.3% | -69.0% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling