+55.8%
DOCS vs PLUG
-79.9%
+135.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -4.1% |
| 7D | -1.3% | -4.9% | +3.6% | -1.2% |
| 30D | +19.4% | -27.4% | +46.8% | +20.3% |
| 3M | +53.4% | -35.7% | +89.1% | +54.9% |
| 6M | +28.8% | -59.3% | +88.1% | +31.1% |
| YTD | -25.1% | -31.5% | +6.4% | -24.9% |
| 1Y | -48.1% | -48.9% | +0.7% | -47.7% |
| All | +55.8% | -79.9% | +135.6% | +49.3% |
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