+34.1%
JD vs EQIX
+298.3%
-264.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +0.4% | +1.3% | -0.9% | -0.2% |
| 30D | +4.2% | +3.4% | +0.8% | +2.7% |
| 3M | -12.8% | +3.9% | -16.7% | -14.4% |
| 6M | -8.8% | -0.7% | -8.1% | -9.5% |
| YTD | +0.5% | +41.5% | -41.0% | -13.2% |
| 1Y | -8.8% | +32.9% | -41.6% | -19.4% |
| 3Y | +18.6% | +48.3% | -29.8% | -2.4% |
| 5Y | -62.2% | +52.3% | -114.6% | -70.0% |
| All | +34.1% | +298.3% | -264.2% | -26.9% |
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