-7.5%
PLUG vs RIO
+364.8%
-372.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | -16.0% | -9.9% | -6.2% | -9.5% |
| 3M | -38.7% | -14.0% | -24.7% | -31.7% |
| 6M | -61.4% | -19.5% | -41.8% | -54.8% |
| YTD | -31.0% | +11.5% | -42.5% | -36.8% |
| 1Y | -46.2% | +26.9% | -73.2% | -55.1% |
| 3Y | -61.5% | +55.1% | -116.6% | -71.5% |
| 5Y | -96.9% | +90.7% | -187.5% | -98.0% |
| 10Y | -7.5% | +363.3% | -370.8% | -68.0% |
| All | -7.5% | +364.8% | -372.3% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling