+8.9%
DOCS vs PLUG
-74.3%
+83.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -2.9% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +21.8% | +3.3% | +18.5% | +21.7% |
| 3M | +27.3% | -39.7% | +67.0% | +28.8% |
| 6M | -0.3% | -12.5% | +12.2% | -0.5% |
| YTD | -40.5% | +10.2% | -50.6% | -41.1% |
| 1Y | -61.5% | +50.7% | -112.2% | -62.4% |
| All | +8.9% | -74.3% | +83.2% | +4.6% |
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