-92.6%
PLUG vs OUST
-60.6%
-32.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.3% |
| 7D | -2.8% | +31.9% | -34.7% | -12.9% |
| 30D | -18.5% | -4.2% | -14.2% | -17.9% |
| 3M | -35.1% | -9.3% | -25.8% | -34.1% |
| 6M | -56.1% | +51.7% | -107.8% | -65.7% |
| YTD | -30.5% | +76.6% | -107.1% | -49.2% |
| 1Y | -46.5% | +48.9% | -95.4% | -58.6% |
| 3Y | -61.2% | +675.3% | -736.4% | -86.6% |
| 5Y | -96.6% | -44.0% | -52.5% | -97.2% |
| All | -92.6% | -60.6% | -32.0% | -93.2% |
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