-73.2%
DOCS vs PAYX
+25.4%
-98.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -0.9% |
| 7D | -1.4% | -4.2% | +2.8% | +1.5% |
| 30D | +21.8% | +2.9% | +18.9% | +19.6% |
| 3M | +27.3% | +23.6% | +3.7% | +9.8% |
| 6M | -0.3% | +30.0% | -30.4% | -16.9% |
| YTD | -40.5% | +12.2% | -52.7% | -45.4% |
| 1Y | -61.5% | -7.5% | -54.1% | -60.2% |
| 3Y | +8.2% | +10.1% | -2.0% | -6.1% |
| All | -73.2% | +25.4% | -98.5% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling