-87.9%
OPEN vs PLUG
-73.5%
-14.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.7% | +1.6% | -3.7% |
| 7D | -24.7% | -2.8% | -21.9% | -24.4% |
| 30D | -41.0% | -18.5% | -22.5% | -36.6% |
| 3M | -62.4% | -35.1% | -27.3% | -55.9% |
| 6M | -73.9% | -56.1% | -17.8% | -65.1% |
| YTD | -77.5% | -30.5% | -47.1% | -76.3% |
| 1Y | -83.6% | -46.5% | -37.1% | -80.8% |
| 3Y | -37.0% | -61.2% | +24.2% | -41.9% |
| 5Y | -93.3% | -96.6% | +3.3% | -83.6% |
| All | -87.9% | -73.5% | -14.4% | -72.6% |
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