-86.9%
OPEN vs PLUG
-71.0%
-16.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.6% |
| 7D | -21.7% | +14.5% | -36.2% | -26.4% |
| 30D | -36.5% | -10.7% | -25.8% | -34.1% |
| 3M | -59.5% | -31.2% | -28.3% | -53.7% |
| 6M | -71.9% | -51.9% | -19.9% | -63.7% |
| YTD | -75.8% | -23.9% | -52.0% | -75.4% |
| 1Y | -78.5% | -43.4% | -35.1% | -75.5% |
| 3Y | -30.2% | -74.7% | +44.5% | -26.3% |
| 5Y | -93.3% | -96.3% | +3.0% | -84.1% |
| All | -86.9% | -71.0% | -16.0% | -71.5% |
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