+11,435.2%
ROST vs PLUG
-99.1%
+11,534.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -2.2% |
| 7D | +1.2% | +5.8% | -4.6% | +0.9% |
| 30D | +2.5% | -18.5% | +21.0% | +3.5% |
| 3M | -9.0% | -30.0% | +21.0% | -7.4% |
| 6M | +1.3% | -56.2% | +57.5% | +5.1% |
| YTD | +29.1% | -26.4% | +55.5% | +29.1% |
| 1Y | +45.4% | -42.2% | +87.7% | +47.1% |
| 3Y | +94.9% | -76.8% | +171.7% | +93.8% |
| 5Y | +104.0% | -96.2% | +200.2% | +118.6% |
| 10Y | +314.8% | +2.1% | +312.7% | +252.9% |
| All | +11,435.2% | -99.1% | +11,534.2% | +8,601.3% |
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