-76.7%
PLUG vs OUST
+600.2%
-676.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | -1.9% |
| 7D | +2.8% | -0.2% | +3.0% | +2.5% |
| 30D | -22.8% | -24.0% | +1.2% | -15.7% |
| 3M | -32.4% | -29.9% | -2.5% | -25.0% |
| 6M | -53.4% | +19.1% | -72.5% | -59.7% |
| YTD | -25.9% | +55.0% | -80.9% | -41.7% |
| 1Y | -42.1% | +21.2% | -63.2% | -51.1% |
| All | -76.7% | +600.2% | -676.9% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling