+54.5%
USAR vs EQIX
+38.1%
+16.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.0% |
| 7D | -11.6% | +0.2% | -11.8% | -11.6% |
| 30D | -15.5% | -2.5% | -13.0% | -15.5% |
| 3M | -31.0% | 0.0% | -31.0% | -31.0% |
| 6M | -26.2% | +7.6% | -33.9% | -25.7% |
| YTD | +30.8% | +37.5% | -6.8% | +35.2% |
| 1Y | +7.1% | +32.9% | -25.8% | +10.5% |
| 3Y | +53.0% | +42.8% | +10.2% | +61.2% |
| All | +54.5% | +38.1% | +16.4% | +62.8% |
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