+312.1%
ROST vs EQIX
+246.8%
+65.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +1.0% | +1.9% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -6.9% | -2.5% | -4.4% | -6.3% |
| 3M | -3.3% | 0.0% | -3.3% | -3.7% |
| 6M | +9.0% | +7.6% | +1.4% | +6.1% |
| YTD | +28.9% | +37.5% | -8.6% | +15.8% |
| 1Y | +54.0% | +32.9% | +21.1% | +39.6% |
| 3Y | +100.7% | +42.8% | +58.0% | +75.3% |
| 5Y | +116.0% | +35.8% | +80.2% | +86.5% |
| All | +312.1% | +246.8% | +65.3% | +184.4% |
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