-79.2%
RIG vs PLUG
-99.1%
+19.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +1.9% |
| 7D | -24.5% | +5.8% | -30.3% | -25.0% |
| 30D | -2.8% | -18.5% | +15.8% | -0.8% |
| 3M | +1.6% | -30.0% | +31.5% | +5.2% |
| 6M | -15.9% | -56.2% | +40.3% | -9.1% |
| YTD | +26.9% | -26.4% | +53.3% | +27.2% |
| 1Y | +34.4% | -42.2% | +76.6% | +37.7% |
| 3Y | -21.2% | -76.8% | +55.6% | -21.2% |
| 5Y | +46.4% | -96.2% | +142.6% | +72.0% |
| 10Y | -45.8% | +2.1% | -47.9% | -58.0% |
| All | -79.2% | -99.1% | +19.9% | -84.3% |
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