+8.5%
ROST vs PLUG
-3.6%
+12.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.3% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -8.9% | +3.3% | -12.2% | -8.7% |
| 3M | -0.8% | -39.7% | +38.9% | -1.6% |
| 6M | +8.5% | -12.5% | +21.0% | +3.7% |
| All | +8.5% | -3.6% | +12.0% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling