+52.5%
DAL vs PLUG
-45.5%
+97.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.4% | -5.3% | +1.2% |
| 7D | +8.8% | +5.8% | +3.0% | +7.9% |
| 30D | +5.4% | -18.5% | +23.9% | +8.0% |
| 3M | -4.9% | -30.0% | +25.0% | -1.1% |
| 6M | +19.8% | -56.2% | +76.0% | +30.6% |
| YTD | +27.0% | -26.4% | +53.4% | +23.5% |
| 1Y | +52.5% | -42.2% | +94.7% | +57.4% |
| All | +52.5% | -45.5% | +97.9% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling