+20.0%
PLUG vs RIO
+392.9%
-372.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.3% | +1.2% |
| 7D | +14.5% | +4.4% | +10.1% | +11.1% |
| 30D | -10.7% | -8.9% | -1.9% | -4.6% |
| 3M | -31.2% | -12.7% | -18.5% | -24.2% |
| 6M | -51.9% | -16.2% | -35.7% | -45.2% |
| YTD | -23.9% | +13.4% | -37.3% | -31.2% |
| 1Y | -43.4% | +30.9% | -74.3% | -53.8% |
| 3Y | -74.7% | +60.2% | -134.9% | -81.9% |
| 5Y | -96.3% | +98.9% | -195.2% | -97.8% |
| 10Y | +20.0% | +381.4% | -361.4% | -59.2% |
| All | +20.0% | +392.9% | -372.9% | -59.2% |
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