-79.5%
RIG vs PLUG
-99.1%
+19.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +1.2% |
| 7D | -12.2% | -2.8% | -9.4% | -12.0% |
| 30D | -6.0% | -18.5% | +12.5% | -4.1% |
| 3M | -9.4% | -35.1% | +25.6% | -5.4% |
| 6M | -19.1% | -56.1% | +37.0% | -12.6% |
| YTD | +25.4% | -30.5% | +55.9% | +26.5% |
| 1Y | +23.3% | -46.5% | +69.8% | +27.5% |
| 3Y | -22.1% | -61.2% | +39.1% | -25.5% |
| 5Y | +50.1% | -96.6% | +146.7% | +78.3% |
| 10Y | -50.7% | +1.5% | -52.1% | -61.7% |
| All | -79.5% | -99.1% | +19.7% | -84.4% |
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