-96.9%
PLUG vs DKS
+6,430.5%
-6,527.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +5.8% | -2.1% | +7.9% | +6.6% |
| 30D | -18.5% | +7.3% | -25.9% | -21.3% |
| 3M | -30.0% | -28.4% | -1.5% | -23.5% |
| 6M | -56.2% | -36.9% | -19.3% | -50.5% |
| YTD | -26.4% | -27.3% | +0.9% | -22.0% |
| 1Y | -42.2% | -33.2% | -9.0% | -36.3% |
| 3Y | -76.8% | +32.2% | -109.0% | -80.6% |
| 5Y | -96.2% | +22.3% | -118.5% | -96.8% |
| 10Y | +2.1% | +230.5% | -228.3% | -47.3% |
| All | -96.9% | +6,430.5% | -6,527.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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