+244.8%
ORCL vs PLUG
+6.6%
+238.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.4% | -6.6% | +0.2% |
| 7D | -11.2% | +5.8% | -17.0% | -11.5% |
| 30D | -18.8% | -18.5% | -0.3% | -17.5% |
| 3M | -18.8% | -30.0% | +11.2% | -16.6% |
| 6M | -39.7% | -56.2% | +16.5% | -36.2% |
| YTD | -39.6% | -26.4% | -13.2% | -38.7% |
| 1Y | -51.7% | -42.2% | -9.5% | -50.4% |
| 3Y | +10.2% | -76.8% | +87.1% | +11.2% |
| 5Y | +30.8% | -96.2% | +127.1% | +43.5% |
| All | +244.8% | +6.6% | +238.2% | +178.0% |
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