+11.7%
DASH vs PLUG
-92.5%
+104.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.5% | -5.2% |
| 7D | -10.6% | -0.9% | -9.7% | -10.4% |
| 30D | +2.2% | +3.3% | -1.2% | +1.2% |
| 3M | +32.3% | -39.7% | +72.0% | +44.3% |
| 6M | +19.1% | -12.5% | +31.6% | +17.7% |
| YTD | -6.5% | +10.2% | -16.7% | -13.5% |
| 1Y | -14.9% | +50.7% | -65.6% | -30.3% |
| 3Y | +151.9% | -74.5% | +226.4% | +155.2% |
| 5Y | +9.4% | -91.8% | +101.2% | +55.0% |
| All | +11.7% | -92.5% | +104.2% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling