+66.4%
DOCN vs PLUG
-96.4%
+162.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.5% | -8.3% | -13.9% |
| 7D | -29.3% | -4.9% | -24.3% | -28.3% |
| 30D | -46.0% | -27.4% | -18.6% | -41.3% |
| 3M | -43.2% | -35.7% | -7.5% | -36.4% |
| 6M | -53.7% | -59.3% | +5.6% | -42.8% |
| YTD | +46.9% | -31.5% | +78.4% | +54.9% |
| 1Y | +54.3% | -48.9% | +103.2% | +73.0% |
| 3Y | +185.5% | -79.6% | +265.1% | +208.3% |
| 5Y | -31.1% | -96.5% | +65.4% | +51.1% |
| All | +66.4% | -96.4% | +162.7% | +232.2% |
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