+303.0%
ROST vs PLUG
+56.9%
+246.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.6% | -0.7% |
| 7D | +0.2% | +8.1% | -7.9% | -0.4% |
| 30D | -10.0% | +3.7% | -13.7% | -10.3% |
| 3M | +1.2% | -29.2% | +30.4% | +3.4% |
| 6M | +8.9% | +6.1% | +2.8% | +7.0% |
| YTD | +28.1% | +14.7% | +13.3% | +24.1% |
| 1Y | +53.0% | +56.9% | -4.0% | +41.7% |
| 3Y | +97.9% | -71.6% | +169.5% | +94.7% |
| 5Y | +112.0% | -91.0% | +203.0% | +123.3% |
| 10Y | +303.0% | +55.9% | +247.1% | +217.4% |
| All | +303.0% | +56.9% | +246.0% | +217.4% |
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