-42.2%
PLUG vs OUST
+32.6%
-74.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +14.0% | -6.6% | +1.3% |
| 7D | +5.8% | +17.0% | -11.2% | -1.6% |
| 30D | -18.5% | -16.5% | -2.0% | -12.9% |
| 3M | -30.0% | -23.7% | -6.3% | -23.3% |
| 6M | -56.2% | +18.4% | -74.6% | -66.9% |
| YTD | -26.4% | +60.8% | -87.2% | -56.3% |
| 1Y | -42.2% | +44.2% | -86.4% | -64.3% |
| All | -42.2% | +32.6% | -74.8% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling