+19.8%
DDOG vs PAYX
+7.8%
+12.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.1% | -15.2% |
| 7D | -32.2% | +9.7% | -41.9% | -34.6% |
| 30D | -31.7% | +20.2% | -51.9% | -37.8% |
| 3M | -34.5% | +1.1% | -35.6% | -34.6% |
| 6M | +28.7% | +32.7% | -4.1% | +3.1% |
| YTD | +38.8% | +10.5% | +28.2% | +0.9% |
| 1Y | +19.8% | +8.7% | +11.1% | -14.3% |
| All | +19.8% | +7.8% | +12.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 1y: compounded portfolio wealth divided by compounded PAYX 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…
1y analysis · Full analysis span regression · 6 months rolling