-97.3%
PLUG vs RIO
+90.3%
-187.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.2% |
| 7D | -23.4% | -0.9% | -22.5% | -22.7% |
| 30D | -23.4% | -9.1% | -14.4% | -17.5% |
| 3M | -51.7% | -13.7% | -38.1% | -45.7% |
| 6M | -72.0% | -24.3% | -47.6% | -65.2% |
| YTD | -43.7% | +8.9% | -52.5% | -48.0% |
| 1Y | -55.4% | +22.7% | -78.1% | -62.6% |
| 3Y | -68.0% | +51.2% | -119.2% | -76.7% |
| All | -97.3% | +90.3% | -187.6% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling