+145.3%
DAL vs PLUG
+43.7%
+101.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -13.9% | +3.3% | -17.3% | -14.4% |
| 3M | +1.1% | -39.7% | +40.8% | +6.8% |
| 6M | +26.2% | -12.5% | +38.7% | +26.2% |
| YTD | +16.4% | +10.2% | +6.3% | +12.0% |
| 1Y | +33.9% | +50.7% | -16.8% | +21.1% |
| 3Y | +93.4% | -74.5% | +167.9% | +92.8% |
| 5Y | +106.4% | -91.8% | +198.1% | +126.3% |
| All | +145.3% | +43.7% | +101.6% | +93.2% |
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