+317.7%
DVN vs PLUG
-98.6%
+416.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.7% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | +14.2% | +3.3% | +10.9% | +13.7% |
| 3M | +5.2% | -39.7% | +45.0% | +9.2% |
| 6M | +11.9% | -12.5% | +24.4% | +11.6% |
| YTD | +32.8% | +10.2% | +22.7% | +29.0% |
| 1Y | +38.6% | +50.7% | -12.1% | +28.8% |
| 3Y | +0.5% | -74.5% | +75.0% | -0.9% |
| 5Y | +111.0% | -91.8% | +202.8% | +119.9% |
| 10Y | +56.1% | +43.7% | +12.4% | +18.8% |
| All | +317.7% | -98.6% | +416.3% | +192.3% |
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 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