-88.2%
PLUG vs OUST
-62.4%
-25.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.2% |
| 7D | -0.9% | +5.2% | -6.1% | -2.8% |
| 30D | +3.3% | -19.3% | +22.6% | +11.2% |
| 3M | -39.7% | -22.6% | -17.1% | -37.6% |
| 6M | -12.5% | +62.8% | -75.3% | -33.5% |
| YTD | +10.2% | +68.3% | -58.2% | -16.7% |
| 1Y | +50.7% | +28.5% | +22.1% | +23.8% |
| 3Y | -74.5% | +554.0% | -628.5% | -91.0% |
| 5Y | -91.8% | -56.2% | -35.6% | -92.4% |
| All | -88.2% | -62.4% | -25.8% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling