+39.7%
DLR vs PLUG
-96.6%
+136.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -2.0% | -6.8% | +4.8% | -1.5% |
| 30D | +0.5% | -16.0% | +16.6% | +1.9% |
| 3M | -4.4% | -38.7% | +34.3% | -0.6% |
| 6M | -6.4% | -61.4% | +54.9% | +0.5% |
| YTD | +19.5% | -31.0% | +50.4% | +20.4% |
| 1Y | +10.5% | -46.2% | +56.8% | +13.5% |
| 3Y | +54.0% | -61.5% | +115.5% | +46.7% |
| 5Y | +39.7% | -96.9% | +136.6% | +81.7% |
| All | +39.7% | -96.6% | +136.3% | +81.7% |
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