-98.6%
PLUG vs RIO
+2,507.6%
-2,606.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +3.3% | +4.0% | -0.6% | +1.3% |
| 3M | -39.7% | +0.1% | -39.9% | -39.7% |
| 6M | -12.5% | +12.7% | -25.2% | -17.8% |
| YTD | +10.2% | +35.6% | -25.4% | -6.4% |
| 1Y | +50.7% | +73.7% | -23.0% | +12.9% |
| 3Y | -74.5% | +93.3% | -167.8% | -81.6% |
| 5Y | -91.8% | +92.4% | -184.2% | -94.2% |
| 10Y | +43.7% | +606.9% | -563.2% | -46.9% |
| All | -98.6% | +2,507.6% | -2,606.3% | -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