-20.0%
ONON vs PLUG
-91.1%
+71.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | -26.7% | +3.3% | -30.0% | -27.5% |
| 3M | -25.3% | -39.7% | +14.4% | -19.3% |
| 6M | -35.3% | -12.5% | -22.8% | -35.8% |
| YTD | -39.8% | +10.2% | -49.9% | -44.0% |
| 1Y | -39.2% | +50.7% | -89.9% | -49.9% |
| 3Y | -4.2% | -74.5% | +70.3% | +1.1% |
| All | -20.0% | -91.1% | +71.1% | +23.1% |
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