+40.9%
RIG vs PLUG
-96.4%
+137.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +1.7% |
| 7D | -24.5% | +5.8% | -30.3% | -25.1% |
| 30D | -2.8% | -18.5% | +15.8% | -0.3% |
| 3M | +1.6% | -30.0% | +31.5% | +6.0% |
| 6M | -15.9% | -56.2% | +40.3% | -7.6% |
| YTD | +26.9% | -26.4% | +53.3% | +26.4% |
| 1Y | +34.4% | -42.2% | +76.6% | +37.8% |
| 3Y | -21.2% | -76.8% | +55.6% | -20.6% |
| All | +40.9% | -96.4% | +137.2% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling