-2.3%
ONON vs PLUG
-96.4%
+94.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -1.7% |
| 7D | +10.6% | +5.8% | +4.8% | +9.4% |
| 30D | +12.5% | -18.5% | +31.0% | +16.0% |
| 3M | +0.1% | -30.0% | +30.0% | +5.2% |
| 6M | +3.6% | -56.2% | +59.8% | +16.4% |
| YTD | -19.6% | -26.4% | +6.8% | -20.4% |
| 1Y | +5.2% | -42.2% | +47.4% | +8.5% |
| 3Y | +33.1% | -76.8% | +110.0% | +34.2% |
| All | -2.3% | -96.4% | +94.1% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling