-5.7%
DT vs PLUG
-44.1%
+38.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.4% |
| 7D | -25.5% | +2.8% | -28.3% | -25.3% |
| 30D | -22.3% | -22.8% | +0.4% | -22.6% |
| 3M | +2.3% | -32.4% | +34.7% | +1.7% |
| 6M | +20.7% | -53.4% | +74.1% | +18.5% |
| YTD | +7.9% | -25.9% | +33.8% | +1.9% |
| 1Y | -5.7% | -42.1% | +36.3% | -9.5% |
| All | -5.7% | -44.1% | +38.3% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling