-61.3%
JD vs EQIX
+30.6%
-91.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -16.0% | +0.3% | -16.4% | -16.3% |
| 3M | -3.2% | -1.6% | -1.6% | -3.2% |
| 6M | +6.1% | +12.2% | -6.1% | +1.1% |
| YTD | -0.1% | +38.0% | -38.1% | -12.5% |
| 1Y | -12.7% | +38.9% | -51.7% | -24.1% |
| 3Y | -6.3% | +43.8% | -50.1% | -22.4% |
| 5Y | -61.3% | +30.4% | -91.7% | -71.3% |
| All | -61.3% | +30.6% | -91.9% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling