+244.0%
EQIX vs ROK
+357.9%
-114.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | -2.5% | -4.8% | +2.3% | -1.2% |
| 3M | 0.0% | -6.1% | +6.0% | +1.2% |
| 6M | +7.6% | +15.5% | -7.8% | +2.6% |
| YTD | +37.5% | +11.2% | +26.3% | +31.7% |
| 1Y | +32.9% | +23.8% | +9.1% | +23.2% |
| 3Y | +42.8% | +53.1% | -10.4% | +20.9% |
| 5Y | +35.8% | +48.3% | -12.5% | +13.2% |
| All | +244.0% | +357.9% | -114.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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