+581.1%
ON vs PLUG
+43.7%
+537.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.5% |
| 7D | +2.4% | -0.9% | +3.4% | +2.6% |
| 30D | -3.3% | +3.3% | -6.6% | -4.0% |
| 3M | -43.6% | -39.7% | -3.9% | -38.0% |
| 6M | +19.0% | -12.5% | +31.5% | +20.8% |
| YTD | +37.4% | +10.2% | +27.2% | +31.2% |
| 1Y | +54.8% | +50.7% | +4.1% | +34.1% |
| 3Y | -25.2% | -74.5% | +49.3% | -24.3% |
| 5Y | +62.7% | -91.8% | +154.5% | +95.1% |
| All | +581.1% | +43.7% | +537.4% | +424.4% |
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