-3.9%
ONON vs PLUG
-95.5%
+91.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.5% | +12.2% | +3.5% |
| 7D | -10.0% | -23.4% | +13.5% | -5.9% |
| 30D | -5.3% | -23.4% | +18.2% | -1.2% |
| 3M | +6.5% | -51.7% | +58.2% | +19.5% |
| 6M | -5.0% | -72.0% | +67.0% | +15.7% |
| YTD | -27.6% | -43.7% | +16.0% | -25.1% |
| 1Y | -20.7% | -55.4% | +34.7% | -14.6% |
| 3Y | +26.6% | -68.0% | +94.6% | +12.4% |
| 5Y | -9.6% | -97.4% | +87.8% | +82.5% |
| All | -3.9% | -95.5% | +91.5% | +64.7% |
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