-73.8%
USO vs PLUG
-97.0%
+23.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.4% | -7.3% | -4.1% |
| 7D | -9.1% | +14.5% | -23.6% | -9.8% |
| 30D | -3.7% | -10.7% | +7.0% | -3.3% |
| 3M | +20.9% | -31.2% | +52.1% | +22.9% |
| 6M | +6.8% | -51.9% | +58.7% | +10.1% |
| YTD | +106.3% | -23.9% | +130.1% | +106.0% |
| 1Y | +100.2% | -43.4% | +143.6% | +102.5% |
| 3Y | +103.1% | -74.7% | +177.8% | +100.5% |
| 5Y | +146.1% | -96.3% | +242.4% | +164.1% |
| 10Y | +73.5% | +20.0% | +53.5% | +36.8% |
| All | -73.8% | -97.0% | +23.2% | -79.9% |
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