+15.0%
ROL vs PLUG
-96.5%
+111.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | -0.1% |
| 7D | +3.4% | -3.2% | +6.6% | +3.5% |
| 30D | +20.8% | -18.7% | +39.5% | +21.4% |
| 3M | +3.7% | -35.3% | +39.0% | +4.8% |
| 6M | -27.7% | -56.2% | +28.6% | -26.3% |
| YTD | -34.9% | -30.7% | -4.2% | -35.1% |
| 1Y | -33.3% | -46.7% | +13.4% | -32.9% |
| 3Y | +4.3% | -61.3% | +65.7% | +1.2% |
| 5Y | +15.0% | -96.6% | +111.6% | +35.5% |
| All | +15.0% | -96.5% | +111.4% | +35.5% |
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