+177.5%
DLR vs PLUG
+25.0%
+152.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | -0.1% | +3.2% |
| 7D | +2.4% | +14.5% | -12.1% | +1.5% |
| 30D | +0.7% | -10.7% | +11.5% | +1.4% |
| 3M | -6.4% | -31.2% | +24.8% | -4.4% |
| 6M | -6.5% | -51.9% | +45.4% | -2.9% |
| YTD | +18.8% | -23.9% | +42.7% | +18.9% |
| 1Y | +9.0% | -43.4% | +52.4% | +10.9% |
| 3Y | +54.5% | -74.7% | +129.2% | +53.7% |
| 5Y | +35.8% | -96.3% | +132.2% | +46.6% |
| 10Y | +177.5% | +20.0% | +157.5% | +153.6% |
| All | +177.5% | +25.0% | +152.5% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling