+18.5%
ONDS vs PLUG
-91.1%
+109.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.2% |
| 7D | -4.2% | +3.8% | -8.0% | -5.2% |
| 30D | -21.7% | +2.8% | -24.5% | -22.2% |
| 3M | -24.5% | -25.4% | +1.0% | -17.7% |
| 6M | -25.0% | -0.5% | -24.5% | -25.9% |
| YTD | -25.3% | +10.2% | -35.5% | -28.6% |
| 1Y | +33.8% | +53.9% | -20.1% | +13.9% |
| 3Y | +699.3% | -72.7% | +772.1% | +750.0% |
| 5Y | -5.2% | -91.4% | +86.2% | +38.6% |
| All | +18.5% | -91.1% | +109.6% | +77.3% |
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