+96.1%
ROST vs EQIX
+40.7%
+55.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -2.5% | -1.6% | -0.8% | -2.1% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -2.6% | -0.9% | -1.7% | -2.7% |
| 6M | +6.5% | +8.1% | -1.6% | +3.8% |
| YTD | +25.9% | +35.7% | -9.7% | +14.8% |
| 1Y | +52.3% | +34.0% | +18.4% | +39.1% |
| All | +96.1% | +40.7% | +55.4% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling