+368.8%
ORCL vs EQIX
+240.6%
+128.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +10.9% | +2.3% | +8.6% | +9.9% |
| 30D | +7.0% | +0.4% | +6.6% | +6.8% |
| 3M | -21.2% | -1.1% | -20.1% | -21.0% |
| 6M | +7.4% | +11.5% | -4.1% | +2.8% |
| YTD | -16.3% | +38.2% | -54.5% | -26.7% |
| 1Y | -32.3% | +36.7% | -69.0% | -40.7% |
| 3Y | +32.6% | +44.1% | -11.5% | +13.4% |
| 5Y | +93.1% | +34.8% | +58.3% | +65.3% |
| 10Y | +368.8% | +248.8% | +120.0% | +198.1% |
| All | +368.8% | +240.6% | +128.2% | +198.1% |
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