+112.3%
ROST vs PLUG
-91.8%
+204.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -8.9% | +3.3% | -12.2% | -9.2% |
| 3M | -0.8% | -39.7% | +38.9% | +2.0% |
| 6M | +8.5% | -12.5% | +21.0% | +8.1% |
| YTD | +28.6% | +10.2% | +18.4% | +25.3% |
| 1Y | +52.3% | +50.7% | +1.6% | +42.3% |
| 3Y | +94.8% | -74.5% | +169.3% | +99.7% |
| All | +112.3% | -91.8% | +204.2% | +133.0% |
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