+3,551.7%
DLR vs PLUG
-97.6%
+3,649.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -1.0% | +2.3% |
| 7D | +2.8% | +2.8% | 0.0% | +2.7% |
| 30D | +2.8% | -22.8% | +25.5% | +4.4% |
| 3M | -4.0% | -32.4% | +28.4% | -1.8% |
| 6M | -5.6% | -53.4% | +47.8% | -1.7% |
| YTD | +21.9% | -25.9% | +47.8% | +22.3% |
| 1Y | +13.0% | -42.1% | +55.1% | +14.8% |
| 3Y | +52.2% | -77.9% | +130.2% | +52.6% |
| 5Y | +40.3% | -96.4% | +136.7% | +52.6% |
| 10Y | +186.1% | +2.8% | +183.3% | +132.9% |
| All | +3,551.7% | -97.6% | +3,649.3% | +2,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling