+164.0%
PAYX vs DKS
+206.3%
-42.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.1% |
| 7D | -4.9% | -2.0% | -2.8% | -4.5% |
| 30D | -3.8% | -32.7% | +28.9% | +1.6% |
| 3M | +17.9% | -38.8% | +56.7% | +26.4% |
| 6M | +26.1% | -29.4% | +55.5% | +31.2% |
| YTD | +6.7% | -30.3% | +37.0% | +11.1% |
| 1Y | -10.7% | -39.6% | +28.9% | -5.0% |
| 3Y | +7.0% | +32.2% | -25.2% | -5.3% |
| 5Y | +22.6% | +15.1% | +7.5% | +6.9% |
| All | +164.0% | +206.3% | -42.3% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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