-41.9%
RIG vs PLUG
+48.6%
-90.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.2% |
| 7D | -8.2% | +3.8% | -12.0% | -8.8% |
| 30D | -0.2% | +2.8% | -3.0% | -0.9% |
| 3M | -2.7% | -25.4% | +22.7% | +1.5% |
| 6M | -7.5% | -0.5% | -7.0% | -10.4% |
| YTD | +38.3% | +10.2% | +28.1% | +29.4% |
| 1Y | +81.8% | +53.9% | +27.9% | +53.2% |
| 3Y | -30.2% | -72.7% | +42.5% | -32.3% |
| 5Y | +59.9% | -91.4% | +151.4% | +82.5% |
| 10Y | -41.9% | +58.4% | -100.3% | -64.5% |
| All | -41.9% | +48.6% | -90.5% | -64.5% |
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