-5.0%
PLUG vs RBRK
+137.4%
-142.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.5% |
| 7D | +8.1% | +3.7% | +4.5% | +7.4% |
| 30D | +3.7% | +1.7% | +1.9% | +2.9% |
| 3M | -29.2% | +27.7% | -56.9% | -32.4% |
| 6M | +6.1% | +60.3% | -54.2% | -3.7% |
| YTD | +14.7% | +19.8% | -5.1% | +8.6% |
| 1Y | +56.9% | -4.2% | +61.1% | +53.2% |
| All | -5.0% | +137.4% | -142.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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