+267.4%
RTX vs EQIX
+293.0%
-25.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +4.8% | +4.1% | +0.7% | +3.7% |
| 30D | +6.5% | +5.8% | +0.7% | +4.8% |
| 3M | -9.6% | -1.4% | -8.2% | -9.6% |
| 6M | +12.3% | -1.2% | +13.6% | +12.1% |
| YTD | +9.5% | +39.6% | -30.2% | -0.9% |
| 1Y | +15.8% | +36.8% | -21.0% | +5.5% |
| 3Y | +157.0% | +47.3% | +109.7% | +124.9% |
| 5Y | +148.8% | +50.1% | +98.7% | +111.6% |
| All | +267.4% | +293.0% | -25.6% | +134.7% |
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