-50.0%
RIG vs PLUG
-16.2%
-33.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.8% | +9.0% | +1.7% |
| 7D | +4.3% | -8.1% | +12.5% | +5.6% |
| 30D | -5.8% | -20.5% | +14.7% | -2.6% |
| 3M | -6.7% | -45.9% | +39.2% | +2.8% |
| 6M | -18.7% | -65.2% | +46.5% | -4.8% |
| YTD | +28.8% | -37.1% | +65.9% | +31.8% |
| 1Y | +28.8% | -54.6% | +83.4% | +38.8% |
| 3Y | -20.0% | -64.9% | +44.9% | -26.4% |
| 5Y | +56.0% | -97.1% | +153.1% | +120.3% |
| All | -50.0% | -16.2% | -33.7% | -66.0% |
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