+165.8%
DLR vs PLUG
+56.9%
+108.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.3% |
| 7D | +3.4% | +8.1% | -4.7% | +2.9% |
| 30D | -2.2% | +3.7% | -5.9% | -2.5% |
| 3M | +4.7% | -29.2% | +33.9% | +6.6% |
| 6M | +9.0% | +6.1% | +2.9% | +7.7% |
| YTD | +24.1% | +14.7% | +9.4% | +21.3% |
| 1Y | +20.9% | +56.9% | -36.0% | +14.4% |
| 3Y | +60.0% | -71.6% | +131.6% | +58.3% |
| 5Y | +35.3% | -91.0% | +126.3% | +39.9% |
| 10Y | +165.8% | +55.9% | +109.9% | +133.4% |
| All | +165.8% | +56.9% | +108.8% | +133.4% |
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