+2,490.2%
NVDL vs PAYX
+2.9%
+2,487.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -10.3% | -4.9% | -5.5% | -9.8% |
| 30D | -7.1% | -3.8% | -3.3% | -6.7% |
| 3M | +6.6% | +17.9% | -11.3% | +3.2% |
| 6M | +21.1% | +26.1% | -5.0% | +15.5% |
| YTD | +15.2% | +6.7% | +8.5% | +15.5% |
| 1Y | +18.8% | -10.7% | +29.5% | +27.2% |
| 3Y | +649.9% | +7.0% | +642.9% | +610.0% |
| All | +2,490.2% | +2.9% | +2,487.2% | +2,518.9% |
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