+75.4%
USAR vs EQIX
+38.6%
+36.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +2.3% | +1.3% | +1.0% | +2.3% |
| 30D | -8.6% | +0.3% | -9.0% | -8.6% |
| 3M | -20.5% | -1.6% | -18.9% | -20.6% |
| 6M | +1.2% | +12.2% | -11.0% | +2.3% |
| YTD | +48.4% | +38.0% | +10.4% | +53.4% |
| 1Y | +30.6% | +38.9% | -8.3% | +35.7% |
| 3Y | +73.6% | +43.8% | +29.8% | +82.9% |
| All | +75.4% | +38.6% | +36.8% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling