-48.9%
PLUG vs OUST
-1.5%
-47.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.0% | +1.5% | -3.6% |
| 7D | -4.9% | -5.0% | +0.1% | -3.1% |
| 30D | -27.4% | -32.0% | +4.6% | -14.9% |
| 3M | -35.7% | -32.4% | -3.4% | -25.6% |
| 6M | -59.3% | +6.7% | -66.1% | -68.1% |
| YTD | -31.5% | +41.0% | -72.5% | -56.9% |
| 1Y | -48.9% | +18.0% | -66.8% | -65.1% |
| All | -48.9% | -1.5% | -47.3% | -65.1% |
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