+55.9%
PLUG vs RIO
+600.2%
-544.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.8% |
| 7D | +8.1% | +1.9% | +6.2% | +6.7% |
| 30D | +3.7% | +5.0% | -1.3% | +0.3% |
| 3M | -29.2% | +5.1% | -34.3% | -31.8% |
| 6M | +6.1% | +17.6% | -11.5% | -5.6% |
| YTD | +14.7% | +36.3% | -21.6% | -8.6% |
| 1Y | +56.9% | +71.2% | -14.2% | +6.8% |
| 3Y | -71.6% | +102.7% | -174.3% | -82.5% |
| 5Y | -91.0% | +99.6% | -190.6% | -94.6% |
| 10Y | +55.9% | +603.1% | -547.2% | -54.4% |
| All | +55.9% | +600.2% | -544.3% | -54.4% |
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