+74.9%
USAR vs PLUG
-82.2%
+157.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +2.6% | +3.3% | -0.7% | +2.2% |
| 3M | -35.0% | -39.7% | +4.7% | -29.4% |
| 6M | -6.9% | -12.5% | +5.6% | -4.3% |
| YTD | +48.0% | +10.2% | +37.8% | +47.5% |
| 1Y | +24.8% | +50.7% | -25.9% | +25.7% |
| 3Y | +73.2% | -74.5% | +147.7% | +75.1% |
| All | +74.9% | -82.2% | +157.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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