+34.4%
JD vs EQIX
+293.0%
-258.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | -4.1% | +4.1% | -8.2% | -5.5% |
| 30D | +4.6% | +5.8% | -1.2% | +2.3% |
| 3M | -4.7% | -1.4% | -3.4% | -4.8% |
| 6M | -17.4% | -1.2% | -16.1% | -17.9% |
| YTD | +0.7% | +39.6% | -38.9% | -12.6% |
| 1Y | -5.9% | +36.8% | -42.7% | -17.8% |
| 3Y | +18.9% | +47.3% | -28.4% | -1.9% |
| 5Y | -62.9% | +50.1% | -113.1% | -70.4% |
| All | +34.4% | +293.0% | -258.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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