+112.0%
ROST vs PLUG
-97.5%
+209.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.5% | +8.1% | -1.7% |
| 7D | +0.3% | -23.4% | +23.7% | +1.8% |
| 30D | +0.5% | -23.4% | +23.9% | +2.0% |
| 3M | -5.2% | -51.7% | +46.5% | -1.2% |
| 6M | +9.8% | -72.0% | +81.8% | +18.0% |
| YTD | +29.4% | -43.7% | +73.0% | +31.0% |
| 1Y | +44.4% | -55.4% | +99.8% | +48.3% |
| 3Y | +95.0% | -68.0% | +163.0% | +87.5% |
| All | +112.0% | -97.5% | +209.4% | +157.9% |
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