+179.9%
DAL vs PLUG
-63.1%
+243.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.4% | +1.2% |
| 7D | +10.7% | -3.2% | +13.9% | +11.0% |
| 30D | +12.5% | -18.7% | +31.3% | +14.5% |
| 3M | +3.6% | -35.3% | +39.0% | +7.3% |
| 6M | +26.7% | -56.2% | +83.0% | +34.8% |
| YTD | +34.3% | -30.7% | +65.0% | +35.7% |
| 1Y | +59.1% | -46.7% | +105.8% | +63.9% |
| 3Y | +179.9% | -61.3% | +241.2% | +176.0% |
| All | +179.9% | -63.1% | +243.0% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling