-38.0%
DOCS vs PAYX
+30.7%
-68.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.4% |
| 30D | +7.8% | +11.5% | -3.7% | -0.3% |
| 3M | +20.0% | -3.4% | +23.4% | +22.1% |
| 6M | +26.5% | +26.3% | +0.2% | +7.2% |
| YTD | -25.8% | +6.9% | -32.6% | -30.1% |
| 1Y | -39.5% | +7.1% | -46.5% | -43.1% |
| 3Y | +60.3% | +12.6% | +47.7% | +34.8% |
| 5Y | -57.0% | +9.5% | -66.5% | -63.4% |
| All | -38.0% | +30.7% | -68.7% | -48.3% |
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 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