+3,340.7%
DLR vs PLUG
-97.6%
+3,438.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.4% | -7.7% | -0.7% |
| 7D | -3.6% | +5.8% | -9.4% | -4.0% |
| 30D | -3.5% | -18.5% | +15.1% | -2.3% |
| 3M | -8.9% | -30.0% | +21.0% | -7.0% |
| 6M | -11.6% | -56.2% | +44.6% | -7.5% |
| YTD | +14.9% | -26.4% | +41.3% | +15.3% |
| 1Y | +6.4% | -42.2% | +48.7% | +8.1% |
| 3Y | +47.3% | -76.8% | +124.1% | +47.1% |
| 5Y | +32.8% | -96.2% | +129.0% | +44.1% |
| 10Y | +169.6% | +2.1% | +167.4% | +119.5% |
| All | +3,340.7% | -97.6% | +3,438.4% | +2,635.0% |
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