+82.1%
DT vs PLUG
-34.1%
+116.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.4% | -8.0% | -1.5% |
| 7D | -24.7% | +5.8% | -30.5% | -25.4% |
| 30D | -27.4% | -18.5% | -8.8% | -25.6% |
| 3M | -11.1% | -30.0% | +18.8% | -7.5% |
| 6M | +13.7% | -56.2% | +69.9% | +23.9% |
| YTD | +0.2% | -26.4% | +26.6% | -0.8% |
| 1Y | -5.7% | -42.2% | +36.5% | -3.9% |
| 3Y | -8.1% | -76.8% | +68.7% | -10.6% |
| 5Y | -43.1% | -96.2% | +53.2% | -21.6% |
| All | +82.1% | -34.1% | +116.2% | -13.1% |
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