+49.9%
DVN vs PLUG
-1.4%
+51.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.7% | +11.0% | +3.2% |
| 7D | -8.8% | -2.8% | -6.0% | -8.7% |
| 30D | -10.0% | -18.5% | +8.4% | -8.5% |
| 3M | -3.7% | -35.1% | +31.4% | 0.0% |
| 6M | -3.5% | -56.1% | +52.6% | +3.3% |
| YTD | +20.8% | -30.5% | +51.2% | +21.1% |
| 1Y | +31.2% | -46.5% | +77.7% | +34.7% |
| 3Y | +5.0% | -61.2% | +66.2% | -1.8% |
| 5Y | +29.9% | -96.6% | +126.5% | +56.1% |
| All | +49.9% | -1.4% | +51.4% | +4.1% |
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