+7.9%
RDW vs PLUG
-96.6%
+104.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.1% | +2.5% | +5.5% |
| 7D | +9.5% | +8.1% | +1.3% | +7.2% |
| 30D | -17.4% | +3.7% | -21.0% | -18.2% |
| 3M | -39.5% | -29.2% | -10.4% | -33.2% |
| 6M | +31.3% | +6.1% | +25.2% | +28.8% |
| YTD | +47.8% | +14.7% | +33.0% | +43.2% |
| 1Y | +33.8% | +56.9% | -23.1% | +15.8% |
| 3Y | +262.3% | -71.6% | +333.9% | +289.8% |
| 5Y | -5.7% | -91.0% | +85.3% | +36.2% |
| All | +7.9% | -96.6% | +104.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling