-99.1%
PLUG vs RIO
+2,014.2%
-2,113.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.0% |
| 7D | +5.8% | +2.2% | +3.6% | +4.6% |
| 30D | -18.5% | -10.1% | -8.4% | -13.9% |
| 3M | -30.0% | -14.1% | -15.8% | -24.0% |
| 6M | -56.2% | -18.9% | -37.3% | -50.9% |
| YTD | -26.4% | +9.9% | -36.3% | -30.2% |
| 1Y | -42.2% | +27.0% | -69.2% | -49.1% |
| 3Y | -76.8% | +50.1% | -126.9% | -81.0% |
| 5Y | -96.2% | +95.3% | -191.5% | -97.3% |
| 10Y | +2.1% | +425.9% | -423.8% | -56.1% |
| All | -99.1% | +2,014.2% | -2,113.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling