-16.7%
RKT vs PLUG
-85.7%
+69.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.4% | -5.8% | +0.5% |
| 7D | +17.7% | +5.8% | +11.8% | +16.4% |
| 30D | +31.6% | -18.5% | +50.2% | +35.6% |
| 3M | +13.9% | -30.0% | +43.9% | +20.1% |
| 6M | +2.8% | -56.2% | +59.0% | +15.2% |
| YTD | -22.2% | -26.4% | +4.2% | -21.2% |
| 1Y | -3.5% | -42.2% | +38.7% | +1.0% |
| 3Y | +95.3% | -76.8% | +172.1% | +99.0% |
| 5Y | -0.4% | -96.2% | +95.8% | +30.9% |
| All | -16.7% | -85.7% | +69.0% | -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 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