+217.2%
ROL vs PLUG
-2.5%
+219.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.8% | -7.2% | +7.9% | +1.0% |
| 30D | +20.6% | -16.4% | +36.9% | +21.4% |
| 3M | +4.5% | -39.0% | +43.4% | +6.5% |
| 6M | -26.5% | -61.5% | +35.0% | -23.9% |
| YTD | -34.8% | -31.2% | -3.6% | -34.8% |
| 1Y | -33.2% | -46.4% | +13.3% | -32.5% |
| 3Y | +4.5% | -61.6% | +66.1% | +1.1% |
| 5Y | +15.5% | -96.9% | +112.4% | +26.7% |
| 10Y | +217.2% | -7.8% | +225.1% | +176.2% |
| All | +217.2% | -2.5% | +219.8% | +176.2% |
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