+629.3%
ON vs PAYX
+167.8%
+461.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.2% |
| 7D | +2.4% | -4.9% | +7.2% | +5.7% |
| 30D | -8.6% | -3.8% | -4.8% | -6.8% |
| 3M | -34.3% | +17.9% | -52.2% | -43.2% |
| 6M | +28.5% | +26.1% | +2.5% | +3.6% |
| YTD | +40.6% | +6.7% | +33.9% | +26.7% |
| 1Y | +55.3% | -10.7% | +66.1% | +60.4% |
| 3Y | -22.2% | +7.0% | -29.2% | -32.5% |
| 5Y | +62.4% | +22.6% | +39.8% | +28.5% |
| All | +629.3% | +167.8% | +461.5% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling