-27.6%
RIG vs PLUG
-73.7%
+46.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.7% | -3.1% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | +13.8% | +3.3% | +10.5% | +13.3% |
| 3M | -6.4% | -39.7% | +33.3% | -2.3% |
| 6M | -8.2% | -12.5% | +4.3% | -8.8% |
| YTD | +41.6% | +10.2% | +31.5% | +36.3% |
| 1Y | +88.7% | +50.7% | +38.0% | +71.4% |
| All | -27.6% | -73.7% | +46.1% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling