-88.6%
OPEN vs PLUG
-76.0%
-12.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.8% | -0.7% | -6.1% |
| 7D | -31.0% | -8.1% | -22.9% | -29.3% |
| 30D | -41.5% | -20.5% | -21.0% | -36.4% |
| 3M | -64.6% | -45.9% | -18.8% | -55.4% |
| 6M | -73.8% | -65.2% | -8.6% | -61.5% |
| YTD | -78.8% | -37.1% | -41.8% | -76.8% |
| 1Y | -86.8% | -54.6% | -32.2% | -83.6% |
| 3Y | -40.6% | -64.9% | +24.2% | -43.0% |
| 5Y | -94.7% | -97.1% | +2.5% | -86.2% |
| All | -88.6% | -76.0% | -12.6% | -73.1% |
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 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