-92.7%
PLUG vs OUST
-68.5%
-24.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.0% | +1.5% | -4.2% |
| 7D | -4.9% | -5.0% | +0.1% | -3.4% |
| 30D | -27.4% | -32.0% | +4.6% | -16.8% |
| 3M | -35.7% | -32.4% | -3.4% | -27.1% |
| 6M | -59.3% | +6.7% | -66.1% | -63.9% |
| YTD | -31.5% | +41.0% | -72.5% | -45.4% |
| 1Y | -48.9% | +18.0% | -66.8% | -56.8% |
| 3Y | -79.6% | +560.6% | -640.2% | -93.0% |
| 5Y | -96.5% | -55.1% | -41.4% | -96.8% |
| All | -92.7% | -68.5% | -24.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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