+94.9%
ROST vs PLUG
-78.4%
+173.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -1.9% |
| 7D | +1.2% | +5.8% | -4.6% | +1.1% |
| 30D | +2.5% | -18.5% | +21.0% | +2.9% |
| 3M | -9.0% | -30.0% | +21.0% | -8.3% |
| 6M | +1.3% | -56.2% | +57.5% | +3.0% |
| YTD | +29.1% | -26.4% | +55.5% | +28.6% |
| 1Y | +45.4% | -42.2% | +87.7% | +45.8% |
| 3Y | +94.9% | -76.8% | +171.7% | +91.2% |
| All | +94.9% | -78.4% | +173.2% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling