+58.2%
DLR vs PLUG
-74.3%
+132.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | -3.4% | +3.3% | -6.7% | -3.5% |
| 3M | +0.5% | -39.7% | +40.2% | +2.8% |
| 6M | +4.6% | -12.5% | +17.1% | +4.4% |
| YTD | +23.4% | +10.2% | +13.3% | +21.3% |
| 1Y | +19.0% | +50.7% | -31.7% | +14.0% |
| All | +58.2% | -74.3% | +132.5% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling