+134.8%
UAL vs EQIX
+42.4%
+92.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -16.1% | -1.4% | -14.7% | -15.7% |
| 3M | +6.1% | -4.4% | +10.6% | +7.8% |
| 6M | +10.8% | +7.9% | +2.9% | +6.7% |
| YTD | -0.4% | +37.3% | -37.7% | -15.2% |
| 1Y | +5.0% | +37.8% | -32.8% | -10.9% |
| All | +134.8% | +42.4% | +92.3% | +97.9% |
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