+253.1%
EQIX vs RY
+360.9%
-107.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | -1.8% | +5.9% | -7.7% | -4.4% |
| 3M | -3.4% | -4.3% | +0.9% | -1.3% |
| 6M | -6.0% | +12.1% | -18.1% | -11.0% |
| YTD | +34.2% | +20.3% | +13.9% | +22.5% |
| 1Y | +26.2% | +41.0% | -14.8% | +6.6% |
| 3Y | +41.7% | +157.5% | -115.9% | -11.7% |
| 5Y | +43.1% | +123.2% | -80.1% | -5.0% |
| All | +253.1% | +360.9% | -107.8% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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