+220.7%
ROL vs PLUG
-25.0%
+245.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.5% | +13.0% | +3.0% |
| 7D | +3.0% | -23.4% | +26.4% | +4.1% |
| 30D | +19.8% | -23.4% | +43.2% | +21.0% |
| 3M | +7.9% | -51.7% | +59.6% | +11.0% |
| 6M | -25.6% | -72.0% | +46.3% | -22.0% |
| YTD | -34.1% | -43.7% | +9.5% | -33.6% |
| 1Y | -31.4% | -55.4% | +24.0% | -30.2% |
| 3Y | +4.7% | -68.0% | +72.7% | +2.0% |
| 5Y | +15.6% | -97.4% | +113.0% | +27.7% |
| All | +220.7% | -25.0% | +245.7% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling