+71.4%
OTIS vs PAYC
+16.4%
+55.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.7% |
| 7D | -0.8% | -7.9% | +7.1% | +0.7% |
| 30D | -4.7% | +2.1% | -6.9% | -5.2% |
| 3M | +1.2% | +61.8% | -60.5% | -7.9% |
| 6M | -20.5% | +59.9% | -80.4% | -27.9% |
| YTD | -18.4% | +38.5% | -56.9% | -24.2% |
| 1Y | -18.1% | -1.4% | -16.7% | -19.0% |
| 3Y | -10.6% | -21.0% | +10.4% | -10.8% |
| 5Y | -16.1% | -52.9% | +36.8% | -9.8% |
| All | +71.4% | +16.4% | +55.0% | +41.6% |
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