+237.0%
EQIX vs RL
+2,331.0%
-2,094.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -1.4% | -7.8% | +6.3% | +0.8% |
| 3M | -4.4% | -4.0% | -0.4% | -3.7% |
| 6M | +7.9% | -1.9% | +9.8% | +7.3% |
| YTD | +37.3% | -0.2% | +37.4% | +35.4% |
| 1Y | +37.8% | +10.7% | +27.1% | +31.4% |
| 3Y | +42.0% | +210.8% | -168.8% | -3.6% |
| 5Y | +29.6% | +238.2% | -208.6% | -17.1% |
| 10Y | +238.3% | +313.4% | -75.0% | +73.0% |
| All | +237.0% | +2,331.0% | -2,094.0% | -9.3% |
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