+499.9%
DDOG vs PAYX
+71.8%
+428.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.0% | +8.2% |
| 7D | +7.7% | -7.5% | +15.1% | +12.3% |
| 30D | -13.6% | -5.3% | -8.3% | -11.1% |
| 3M | -0.9% | +15.6% | -16.5% | -9.6% |
| 6M | +75.2% | +19.5% | +55.8% | +57.5% |
| YTD | +65.7% | +5.8% | +59.9% | +58.9% |
| 1Y | +60.4% | -10.9% | +71.2% | +67.5% |
| 3Y | +130.7% | +5.4% | +125.2% | +112.4% |
| 5Y | +59.9% | +20.4% | +39.5% | +42.9% |
| All | +499.9% | +71.8% | +428.2% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling