+270.9%
DVN vs PLUG
-99.0%
+369.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -3.0% | +0.2% |
| 7D | -12.8% | +14.5% | -27.3% | -13.8% |
| 30D | -12.1% | -10.7% | -1.4% | -11.5% |
| 3M | -0.7% | -31.2% | +30.5% | +1.9% |
| 6M | -5.8% | -51.9% | +46.2% | -1.2% |
| YTD | +17.9% | -23.9% | +41.8% | +17.7% |
| 1Y | +29.0% | -43.4% | +72.4% | +31.4% |
| 3Y | +6.0% | -74.7% | +80.7% | +4.3% |
| 5Y | +22.1% | -96.3% | +118.4% | +35.9% |
| 10Y | +40.5% | +20.0% | +20.5% | +8.5% |
| All | +270.9% | -99.0% | +369.9% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling