+948.3%
XOM vs PLUG
-99.1%
+1,047.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -1.5% | -7.2% | +5.7% | -1.2% |
| 30D | -3.2% | -16.4% | +13.2% | -2.4% |
| 3M | +5.0% | -39.0% | +44.0% | +7.4% |
| 6M | +12.9% | -61.5% | +74.4% | +17.8% |
| YTD | +41.3% | -31.2% | +72.5% | +41.8% |
| 1Y | +43.2% | -46.4% | +89.7% | +45.3% |
| 3Y | +77.3% | -61.6% | +138.9% | +72.3% |
| 5Y | +204.8% | -96.9% | +301.7% | +228.4% |
| 10Y | +197.1% | -7.8% | +204.9% | +144.3% |
| All | +948.3% | -99.1% | +1,047.4% | +622.1% |
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