+380.4%
RCL vs PLUG
+6.6%
+373.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.0% | +0.3% |
| 7D | +6.5% | +5.8% | +0.7% | +5.5% |
| 30D | +15.9% | -18.5% | +34.4% | +19.0% |
| 3M | +2.7% | -30.0% | +32.6% | +7.4% |
| 6M | +15.2% | -56.2% | +71.4% | +27.3% |
| YTD | +19.2% | -26.4% | +45.6% | +19.6% |
| 1Y | +31.6% | -42.2% | +73.8% | +36.0% |
| 3Y | +274.2% | -76.8% | +351.0% | +269.1% |
| 5Y | +250.1% | -96.2% | +346.3% | +351.7% |
| All | +380.4% | +6.6% | +373.8% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling