-2.9%
ONDS vs PLUG
-93.8%
+90.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.4% | +8.5% | +10.9% |
| 7D | +3.8% | +14.5% | -10.7% | +0.2% |
| 30D | -11.3% | -10.7% | -0.6% | -7.9% |
| 3M | -34.5% | -31.2% | -3.3% | -26.9% |
| 6M | -34.1% | -51.9% | +17.8% | -18.8% |
| YTD | -38.8% | -23.9% | -15.0% | -34.8% |
| 1Y | +2.8% | -43.4% | +46.2% | +17.3% |
| 3Y | +1,111.0% | -74.7% | +1,185.7% | +1,200.9% |
| 5Y | -33.7% | -96.3% | +62.6% | +25.6% |
| All | -2.9% | -93.8% | +90.9% | +61.8% |
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 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