+11,393.0%
ROST vs PLUG
-98.6%
+11,491.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -0.8% | -39.7% | +38.9% | +1.6% |
| 6M | +8.5% | -12.5% | +21.0% | +8.3% |
| YTD | +28.6% | +10.2% | +18.4% | +26.1% |
| 1Y | +52.3% | +50.7% | +1.6% | +45.0% |
| 3Y | +94.8% | -74.5% | +169.3% | +92.9% |
| 5Y | +110.8% | -91.8% | +202.5% | +116.7% |
| 10Y | +304.5% | +43.7% | +260.8% | +238.0% |
| All | +11,393.0% | -98.6% | +11,491.6% | +8,397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling