+163.8%
ON vs PLUG
-99.8%
+263.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.6% |
| 7D | -11.7% | +5.8% | -17.5% | -12.4% |
| 30D | -23.3% | -18.5% | -4.7% | -20.8% |
| 3M | -19.2% | -30.0% | +10.8% | -14.8% |
| 6M | -40.1% | -56.2% | +16.0% | -32.4% |
| YTD | +16.9% | -26.4% | +43.3% | +19.7% |
| 1Y | +29.7% | -42.2% | +72.0% | +37.0% |
| 3Y | -4.4% | -76.8% | +72.4% | -2.0% |
| 5Y | +7.1% | -96.2% | +103.3% | +37.3% |
| 10Y | +447.2% | +2.1% | +445.1% | +285.8% |
| All | +163.8% | -99.8% | +263.6% | +121.1% |
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