+66.5%
USO vs PLUG
+56.9%
+9.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.3% | +2.7% |
| 7D | +3.6% | +8.1% | -4.6% | +3.2% |
| 30D | +23.8% | +3.7% | +20.1% | +23.5% |
| 3M | +8.1% | -29.2% | +37.2% | +9.6% |
| 6M | +34.3% | +6.1% | +28.2% | +33.0% |
| YTD | +111.1% | +14.7% | +96.4% | +107.4% |
| 1Y | +99.9% | +56.9% | +43.0% | +91.0% |
| 3Y | +86.5% | -71.6% | +158.1% | +85.0% |
| 5Y | +200.5% | -91.0% | +291.6% | +210.8% |
| 10Y | +66.5% | +55.9% | +10.7% | +24.7% |
| All | +66.5% | +56.9% | +9.6% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling