+265.2%
DKS vs PAYC
+1,229.9%
-964.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.4% |
| 7D | +3.0% | -2.9% | +5.9% | +3.7% |
| 30D | -30.5% | +32.8% | -63.3% | -35.5% |
| 3M | -35.7% | +69.3% | -105.0% | -43.9% |
| 6M | -29.7% | +74.0% | -103.7% | -39.6% |
| YTD | -28.9% | +46.4% | -75.3% | -36.5% |
| 1Y | -35.9% | +4.2% | -40.0% | -38.0% |
| 3Y | +28.2% | -19.7% | +47.9% | +26.2% |
| 5Y | +11.8% | -52.0% | +63.9% | +20.7% |
| 10Y | +211.6% | +356.9% | -145.3% | +136.9% |
| All | +265.2% | +1,229.9% | -964.6% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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