-6.4%
DDOG vs PLUG
-96.4%
+90.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.4% | -4.9% | +1.4% |
| 7D | -23.9% | +5.8% | -29.7% | -24.6% |
| 30D | -34.0% | -18.5% | -15.5% | -31.9% |
| 3M | -21.9% | -30.0% | +8.0% | -17.8% |
| 6M | +24.6% | -56.2% | +80.8% | +39.4% |
| YTD | +31.7% | -26.4% | +58.1% | +32.4% |
| 1Y | -6.2% | -42.2% | +36.1% | -2.5% |
| 3Y | +125.1% | -76.8% | +201.9% | +129.7% |
| All | -6.4% | -96.4% | +90.0% | +103.7% |
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