+359.4%
ORLY vs PLUG
+54.0%
+305.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -7.6% | -5.0% | -2.7% | -7.5% |
| 3M | -5.5% | -26.2% | +20.8% | -4.8% |
| 6M | -9.7% | -0.5% | -9.2% | -10.2% |
| YTD | -6.2% | +7.1% | -13.4% | -7.3% |
| 1Y | -18.6% | +46.5% | -65.2% | -21.0% |
| 3Y | +33.8% | -73.5% | +107.3% | +34.0% |
| 5Y | +116.5% | -91.3% | +207.8% | +123.4% |
| All | +359.4% | +54.0% | +305.3% | +285.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling