-42.1%
PLUG vs RIO
+29.3%
-71.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +1.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.8% |
| 30D | -22.8% | -11.6% | -11.2% | -16.1% |
| 3M | -32.4% | -12.7% | -19.7% | -25.8% |
| 6M | -53.4% | -12.4% | -41.0% | -47.7% |
| YTD | -25.9% | +11.0% | -36.9% | -36.5% |
| 1Y | -42.1% | +30.8% | -72.9% | -67.1% |
| All | -42.1% | +29.3% | -71.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling