-42.2%
RIG vs EQIX
+246.8%
-289.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -3.1% | +0.2% | -3.2% | -3.2% |
| 30D | -0.5% | -2.5% | +2.0% | +0.1% |
| 3M | -6.0% | 0.0% | -5.9% | -6.3% |
| 6M | -10.1% | +7.6% | -17.8% | -12.8% |
| YTD | +37.3% | +37.5% | -0.2% | +23.2% |
| 1Y | +73.9% | +32.9% | +41.0% | +57.6% |
| 3Y | -30.2% | +42.8% | -72.9% | -39.1% |
| 5Y | +62.5% | +35.8% | +26.6% | +39.6% |
| All | -42.2% | +246.8% | -289.0% | -59.8% |
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