-99.2%
PLUG vs RIO
+2,002.9%
-2,102.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.0% | -7.2% | -8.1% |
| 7D | -8.5% | +0.1% | -8.7% | -8.4% |
| 30D | -20.8% | -10.5% | -10.3% | -16.0% |
| 3M | -46.1% | -15.9% | -30.2% | -40.8% |
| 6M | -65.3% | -22.3% | -43.0% | -60.2% |
| YTD | -37.3% | +9.3% | -46.6% | -40.2% |
| 1Y | -54.8% | +23.0% | -77.8% | -59.4% |
| 3Y | -65.0% | +52.1% | -117.1% | -71.3% |
| 5Y | -97.1% | +88.9% | -186.0% | -97.9% |
| 10Y | -16.0% | +354.1% | -370.1% | -61.0% |
| All | -99.2% | +2,002.9% | -2,102.1% | -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