+216.0%
ROL vs PLUG
+6.6%
+209.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.4% | -9.5% | -2.4% |
| 7D | +9.5% | +5.8% | +3.7% | +9.2% |
| 30D | +22.9% | -18.5% | +41.5% | +23.9% |
| 3M | +3.5% | -30.0% | +33.5% | +4.9% |
| 6M | -29.4% | -56.2% | +26.8% | -27.3% |
| YTD | -36.1% | -26.4% | -9.7% | -36.2% |
| 1Y | -34.4% | -42.2% | +7.9% | -33.9% |
| 3Y | +4.0% | -76.8% | +80.8% | +3.6% |
| 5Y | +13.2% | -96.2% | +109.5% | +22.8% |
| All | +216.0% | +6.6% | +209.4% | +171.4% |
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 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