+118.1%
DAL vs PLUG
-0.7%
+118.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -3.4% |
| 7D | +4.6% | -4.9% | +9.5% | +5.1% |
| 30D | +2.3% | -27.4% | +29.7% | +6.3% |
| 3M | -8.1% | -35.7% | +27.6% | -3.4% |
| 6M | +21.4% | -59.3% | +80.8% | +33.6% |
| YTD | +24.3% | -31.5% | +55.8% | +26.3% |
| 1Y | +47.4% | -48.9% | +96.2% | +54.7% |
| 3Y | +164.6% | -79.6% | +244.2% | +170.1% |
| 5Y | +100.2% | -96.5% | +196.7% | +144.3% |
| All | +118.1% | -0.7% | +118.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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