-87.0%
OPEN vs PLUG
-72.0%
-15.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +7.4% | -29.2% | -24.6% |
| 7D | -22.2% | +5.8% | -28.1% | -24.6% |
| 30D | -38.3% | -18.5% | -19.8% | -33.7% |
| 3M | -59.4% | -30.0% | -29.4% | -53.8% |
| 6M | -74.4% | -56.2% | -18.2% | -65.8% |
| YTD | -76.0% | -26.4% | -49.6% | -75.3% |
| 1Y | -78.7% | -42.2% | -36.4% | -75.9% |
| 3Y | -30.0% | -76.8% | +46.8% | -23.1% |
| 5Y | -93.7% | -96.2% | +2.5% | -85.2% |
| All | -87.0% | -72.0% | -15.1% | -71.3% |
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