+240.6%
OKE vs PAYC
+1,140.1%
-899.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | 0.0% | -10.2% | +10.1% | +2.7% |
| 30D | +4.6% | +2.0% | +2.6% | +3.8% |
| 3M | +6.9% | +58.3% | -51.3% | -6.8% |
| 6M | +15.8% | +64.5% | -48.7% | -0.9% |
| YTD | +35.2% | +36.5% | -1.3% | +21.1% |
| 1Y | +37.6% | -1.3% | +38.8% | +34.2% |
| 3Y | +72.0% | -22.1% | +94.2% | +69.7% |
| 5Y | +139.0% | -53.3% | +192.3% | +162.0% |
| 10Y | +258.7% | +348.5% | -89.7% | +132.5% |
| All | +240.6% | +1,140.1% | -899.5% | +89.9% |
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