-9.4%
DASH vs PLUG
-96.6%
+87.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.5% | -1.9% | -8.1% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | -7.1% | -27.4% | +20.3% | -1.9% |
| 3M | -13.2% | -35.7% | +22.5% | -6.8% |
| 6M | +8.3% | -59.3% | +67.6% | +23.7% |
| YTD | -20.6% | -31.5% | +10.9% | -19.9% |
| 1Y | -24.4% | -48.9% | +24.5% | -19.9% |
| 3Y | +94.5% | -79.6% | +174.1% | +102.8% |
| 5Y | -9.4% | -96.5% | +87.0% | +70.0% |
| All | -9.4% | -96.6% | +87.2% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling