+189.1%
DLR vs PLUG
-1.4%
+190.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +1.0% |
| 7D | +0.3% | -2.8% | +3.2% | +0.5% |
| 30D | +1.2% | -18.5% | +19.6% | +2.4% |
| 3M | -4.8% | -35.1% | +30.3% | -2.4% |
| 6M | -6.1% | -56.1% | +50.0% | -1.9% |
| YTD | +19.3% | -30.5% | +49.8% | +20.1% |
| 1Y | +10.0% | -46.5% | +56.4% | +12.2% |
| 3Y | +53.8% | -61.2% | +115.0% | +49.6% |
| 5Y | +39.1% | -96.6% | +135.7% | +51.1% |
| All | +189.1% | -1.4% | +190.6% | +155.4% |
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