-74.6%
PLUG vs RIO
+92.9%
-167.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +3.3% | +4.0% | -0.6% | -0.3% |
| 3M | -39.7% | +0.1% | -39.9% | -39.9% |
| 6M | -12.5% | +12.7% | -25.2% | -22.4% |
| YTD | +10.2% | +35.6% | -25.4% | -21.6% |
| 1Y | +50.7% | +73.7% | -23.0% | -18.7% |
| All | -74.6% | +92.9% | -167.5% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling