-98.3%
DFNS vs PAYX
-6.2%
-92.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +3.0% |
| 7D | -16.0% | -4.2% | -11.8% | -12.6% |
| 30D | -77.7% | +2.9% | -80.6% | -78.7% |
| 3M | -77.2% | +23.6% | -100.8% | -80.8% |
| 6M | -95.2% | +30.0% | -125.2% | -96.1% |
| YTD | -98.0% | +12.2% | -110.2% | -98.1% |
| 1Y | -98.3% | -7.5% | -90.8% | -98.7% |
| All | -98.3% | -6.2% | -92.0% | -98.7% |
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