+61.0%
OKE vs PLUG
-66.9%
+127.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.5% | +11.5% | +1.2% |
| 7D | +5.4% | -23.4% | +28.8% | +5.7% |
| 30D | -1.3% | -23.4% | +22.1% | -1.0% |
| 3M | -2.0% | -51.7% | +49.7% | -1.0% |
| 6M | +3.4% | -72.0% | +75.4% | +5.6% |
| YTD | +28.2% | -43.7% | +71.8% | +28.2% |
| 1Y | +35.7% | -55.4% | +91.1% | +36.4% |
| 3Y | +61.0% | -68.0% | +129.0% | +58.6% |
| All | +61.0% | -66.9% | +127.9% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling