+16.0%
ROL vs PLUG
-97.5%
+113.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.5% | +13.0% | +2.8% |
| 7D | +3.0% | -23.4% | +26.4% | +3.7% |
| 30D | +19.8% | -23.4% | +43.2% | +20.5% |
| 3M | +7.9% | -51.7% | +59.6% | +9.9% |
| 6M | -25.6% | -72.0% | +46.3% | -23.2% |
| YTD | -34.1% | -43.7% | +9.5% | -34.0% |
| 1Y | -31.4% | -55.4% | +24.0% | -30.7% |
| 3Y | +4.7% | -68.0% | +72.7% | +1.9% |
| All | +16.0% | -97.5% | +113.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling