-70.8%
OPEN vs PLUG
-58.0%
-12.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | -4.3% | -0.9% | -3.3% | -3.9% |
| 30D | -16.2% | +3.3% | -19.6% | -17.2% |
| 3M | -36.4% | -39.7% | +3.4% | -23.1% |
| 6M | -35.5% | -12.5% | -23.0% | -34.9% |
| YTD | -46.0% | +10.2% | -56.1% | -51.9% |
| 1Y | -47.1% | +50.7% | -97.8% | -61.9% |
| 3Y | -19.0% | -74.5% | +55.5% | -11.1% |
| 5Y | -83.6% | -91.8% | +8.2% | -69.4% |
| All | -70.8% | -58.0% | -12.8% | -44.3% |
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