+3.3%
ON vs PLUG
-63.1%
+66.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.0% | +9.7% | +2.2% |
| 7D | -4.1% | -3.2% | -0.9% | -3.6% |
| 30D | -10.2% | -18.7% | +8.5% | -7.2% |
| 3M | -12.7% | -35.3% | +22.6% | -6.7% |
| 6M | -32.5% | -56.2% | +23.7% | -23.6% |
| YTD | +28.6% | -30.7% | +59.3% | +34.3% |
| 1Y | +43.4% | -46.7% | +90.1% | +54.8% |
| 3Y | +3.3% | -61.3% | +64.6% | +2.8% |
| All | +3.3% | -63.1% | +66.4% | +2.8% |
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