+346.9%
ORCL vs PLUG
+43.7%
+303.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +2.9% |
| 7D | +5.3% | -0.9% | +6.2% | +5.3% |
| 30D | +10.0% | +3.3% | +6.6% | +9.7% |
| 3M | -32.6% | -39.7% | +7.1% | -30.2% |
| 6M | +4.9% | -12.5% | +17.4% | +5.4% |
| YTD | -17.8% | +10.2% | -27.9% | -19.0% |
| 1Y | -28.0% | +50.7% | -78.7% | -31.3% |
| 3Y | +36.0% | -74.5% | +110.5% | +35.5% |
| 5Y | +88.7% | -91.8% | +180.5% | +96.1% |
| All | +346.9% | +43.7% | +303.2% | +248.3% |
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 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