+523.3%
ON vs PLUG
-25.0%
+548.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.5% | +6.9% | -1.6% |
| 7D | +12.2% | -23.4% | +35.7% | +17.8% |
| 30D | -3.1% | -23.4% | +20.3% | +1.7% |
| 3M | -12.9% | -51.7% | +38.9% | -0.5% |
| 6M | -38.6% | -72.0% | +33.4% | -22.7% |
| YTD | +31.2% | -43.7% | +74.9% | +41.8% |
| 1Y | +47.6% | -55.4% | +103.1% | +65.8% |
| 3Y | +6.6% | -68.0% | +74.6% | +5.0% |
| 5Y | +21.3% | -97.4% | +118.7% | +79.6% |
| All | +523.3% | -25.0% | +548.3% | +427.3% |
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 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