-92.1%
PLUG vs OUST
-65.4%
-26.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | -2.3% |
| 7D | +2.8% | -0.2% | +3.0% | +2.5% |
| 30D | -22.8% | -24.0% | +1.2% | -15.2% |
| 3M | -32.4% | -29.9% | -2.5% | -24.4% |
| 6M | -53.4% | +19.1% | -72.5% | -60.3% |
| YTD | -25.9% | +55.0% | -80.9% | -43.1% |
| 1Y | -42.1% | +21.2% | -63.2% | -51.7% |
| 3Y | -77.9% | +626.0% | -703.9% | -92.7% |
| 5Y | -96.4% | -51.6% | -44.8% | -96.8% |
| All | -92.1% | -65.4% | -26.7% | -92.4% |
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