+238.7%
EQIX vs RMBS
+24.0%
+214.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +1.3% | +3.0% | -1.6% | +0.9% |
| 30D | +0.3% | -14.4% | +14.8% | +2.8% |
| 3M | -1.6% | -42.8% | +41.3% | +6.4% |
| 6M | +12.2% | -1.4% | +13.6% | +9.1% |
| YTD | +38.0% | -5.4% | +43.4% | +33.6% |
| 1Y | +38.9% | +18.6% | +20.4% | +27.9% |
| 3Y | +43.8% | +57.3% | -13.4% | +20.4% |
| 5Y | +30.4% | +265.7% | -235.3% | -6.9% |
| 10Y | +238.6% | +546.0% | -307.4% | +113.1% |
| All | +238.7% | +24.0% | +214.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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