+247.4%
EQIX vs RL
+2,635.4%
-2,387.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +1.3% | -4.4% | +5.7% | +2.7% |
| 30D | +3.4% | +5.6% | -2.1% | +1.8% |
| 3M | +3.9% | -0.6% | +4.6% | +3.9% |
| 6M | -0.7% | +15.5% | -16.2% | -5.7% |
| YTD | +41.5% | +12.3% | +29.2% | +34.7% |
| 1Y | +32.9% | +19.3% | +13.6% | +24.0% |
| 3Y | +48.3% | +255.5% | -207.2% | -3.2% |
| 5Y | +52.3% | +247.1% | -194.7% | -2.8% |
| 10Y | +298.6% | +346.0% | -47.4% | +100.4% |
| All | +247.4% | +2,635.4% | -2,387.9% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling